Heat the butter and olive oil in a large skillet over medium heat. Add the mushrooms, garlic, parsley, nutmeg, salt and pepper and cook until mushrooms are soft, about 10 minutes.
Add the wine and cook for another minute. Remove from heat and set aside.
Roll out the puff pastry sheets on a lightly floured surface. Cut each sheet into four equal rectangles.
Place a beef fillet in the center of each pastry rectangle. Top each fillet with the mushroom mixture, dividing evenly.
Brush the edges of the pastry with the beaten egg. Fold the pastry over the beef and mushroom mixture, pressing the edges together to seal.
Place the individual beef wellingtons on a greased baking sheet. Brush the tops of the pastry with the remaining beaten egg.
Bake in preheated oven for 20 minutes, or until pastry is golden brown.
Interesting Facts
Beef Wellington is a traditional English dish made of beef fillet, mushrooms and puff pastry.
The dish was named after the Duke of Wellington, Arthur Wellesley.
Chef John's Individual Beef Wellingtons is a modern take on the traditional dish, serving it in individual portions.