Preheat oven to 400 degrees.
Take puff pastry out of the freezer one hour before you start cooking.
Cut up beef tenderloin into 1-inch cubes.
Mince shallots and mushrooms, then set aside.
Add vegetable oil and sautée the beef tenderloin for two minutes on each side.
Add salt, garlic, and pepper. Remove from pan, then set aside.
In the same skillet, add butter, shallots, mushrooms, dried rosemary, salt, pepper, and remaining garlic. Sautée until tender. Remove from pan, then set aside.
Add flour to surface and unfold defrosted puff pastry.
Evenly add the beef tenderloin to the puff pastry (four across and four down).
Top meat with with one tablespoon of the mushroom mixture. Cut the squares and make sure meat is centered.
Fold edges over and pinch to seal. Brush with egg wash.
Bake for 15 minutes, or until golden brown.
Serve with creamy horseradish and honey Dijon mustard