Mini Beef Wellington Bites

Name: Mini Beef Wellington Bites
Ingredients: 1 tbsp. salted butter; 1 tbsp. olive oil; 1 1/2 lb. beef filet, cut into 12 (1-by-2-inch) pieces; 1 tsp. kosher salt; 1/2 tsp. black pepper; 6 oz. cremini mushrooms, stems removed; 1 medium onion, diced finely; 1 tbsp. fresh thyme, minced; 1 tbsp. dijon mustard; 1 (17.3-ounce) package frozen puff pastry (such as Pepperidge Farm), thawed; All-purpose flour, for dusting; 1 large egg, separated and beaten; 1 tsp. sea salt flakes; Chopped fresh parsley, for garnish; Bottled horseradish cream sauce, for serving