Start by seasoning the beef tenderloin generously with salt and pepper. Heat a skillet over medium-high heat, add a drizzle of oil, and sear the beef for about 2-3 minutes on each side until browned but not fully cooked. Remove it from the skillet and let it cool completely on a plate to lock in the juices.

Finely chop about 8 ounces of mushrooms and sauté them in the same skillet over medium heat for 5-7 minutes, stirring often until the moisture has evaporated. Add minced garlic and fresh herbs like thyme or rosemary, cooking for an additional minute. Set aside your rich mushroom duxelles to cool while you prepare the pastry.

Roll out your puff pastry on a lightly floured surface to about ¼ inch thickness. Cut the pastry into rectangles large enough to cover the beef. Place a spoonful of the mushroom duxelles in the center of each piece, followed by the cooled beef. Fold the pastry over the filling and seal the edges, pressing firmly to prevent any leaks.

Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper. Beat one egg and brush it generously over the tops of each Mini Beef Wellington for a golden, glossy finish. You can sprinkle a pinch of salt or any favorite herbs on top for extra flavor before they head to the oven.

Place the assembled Mini Beef Wellingtons on the prepared baking sheet, ensuring they are spaced apart. Bake for 20-25 minutes until the pastry is golden brown and puffed up beautifully. Use a meat thermometer to check for doneness: 125°F (52°C) for rare or 135°F (57°C) for medium-rare.

While the Wellingtons are baking, prepare your creamy horseradish sauce by mixing together sour cream, prepared horseradish, and a touch of salt in a small bowl. Adjust the horseradish to your taste for desired spiciness, and chill the sauce until ready to serve.

Once the Mini Beef Wellingtons are baked to perfection, remove them from the oven and let them rest for about 5 minutes to seal in the flavors. Serve them warm on a platter alongside the creamy horseradish sauce.