Heat 2 tablespoons of olive oil in a large skillet over medium heat. Add the onion and garlic and cook until softened.

Add the mushrooms and thyme. Cook until the mushrooms release their liquid and it evaporates. Stir in the spinach until wilted. Season with salt and pepper, then remove from heat and let cool completely.

Preheat the oven to 400°F. Toss the Brussels sprouts with the remaining tablespoon of olive oil, salt, and pepper on a baking sheet. Roast for 20 minutes until browned at the edges.

Roll out the puff pastry on a lightly floured surface. Spoon the cooled mushroom mixture along the center. Fold the pastry over to enclose the filling and seal the edges. Place seam side down on a second baking sheet.

Brush the top with the beaten egg. Bake for 25 minutes until the pastry is golden brown.

Slice the Wellington and serve with the roasted Brussels sprouts alongside.