Thaw the frozen puff pastry according to package directions, then preheat the oven to 400 degrees F.
Line a baking sheet with parchment paper; set aside.
Prepare The Mushrooms:
Remove stems from the mushrooms (if they have any). Heat two tablespoons of the olive oil in a large skillet over medium-high heat. Sauté the mushrooms for 3 to 4 minutes on each side or until golden and cooked through. (see notes)
Remove the mushrooms from the pan and place onto a paper towel to drain.
Cook The Spinach:
Place the same pan back over the heat. Pour in the remaining two tablespoons of olive oil. Sauté the garlic for about 30 seconds so that it becomes fragrant (DO NOT BURN).
Add the spinach to the pan with the garlic and cook for 2 to 3 minutes until completely wilted. Season with salt and pepper, to taste.
Transfer the spinach to a sieve to drain thoroughly, while preparing the pastry.
Prepare the Pastry Dough:
Scatter ½ teaspoon of the fresh thyme leaves over a lightly floured surface. Roll a sheet of thawed puff pastry out on the prepared floured surface to the thickness of a coin.
Using a saucer or lid to a plastic container, cut out 3 to 4 circles about ½-inch wider than the mushrooms (for the bottoms).
Next, re-flour the workspace and sprinkle with the rest of the thyme leaves. Roll out the second sheet of puff pastry. Cut out 3 to 4 circles about 1-inch wider than the previous sheet (for the tops).
Place the smaller circles onto the prepared baking sheet.
Assemble The Mushroom Wellingtons:
Divide the spinach among the four circles of dough on the baking sheet. Make sure the pile of spinach isn’t wider than the mushrooms.
Top the spinach with cheese, then a mushroom cap, smooth-side up.
Finally, top the mushroom with a little more cheese and freshly grated Parmesan cheese.
Mix the egg wash and brush the border of each circle with some of it.
Gently stretch the larger circle over the mushroom, trying not to trap any air.
Fold the edges over and press the edges together with a fork.
Use a pastry brush to brush each mushroom wellington generously with egg wash. Sprinkle each mushroom Wellington with Parmesan cheese on top and more thyme leaves.
Place the mushroom wellingtons in the refrigerator for about 15 minutes to chill the pastry dough back down. (see notes)
Bake The Mushroom Wellingtons:
Place the sheet pan inside the oven. Bake the mushroom wellingtons until golden brown; about 30 to 40 minutes, or until the puff pastry is golden brown.
Transfer the mushroom Wellington to a wire cooling rack and allow them to cool for five minutes before serving.
DO NOT OVERCROWD THE PAN: It’s important not to overcrowd the pan. If all four mushroom caps do not fit at one time, you’ll need to cook them in batches. Add a drop or two more of the olive oil if needed. [Learn More Here]Extra Scraps of Puff Pastry: Don’t throw away the scraps of puff pastry dough. Check out THIS SITE to learn what you can do with them.Chill The Pastry Dough: Chilling the pastry dough allows the gluten strands time to settle down and relax after being worked. This cuts down on any shrinking during baking and lets the available moisture find its way back into all parts of the dough.
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