1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. In a skillet, heat olive oil over medium heat. Add the onion and sauté until translucent, about 3 minutes.
3. Add the garlic and mushrooms, cooking until the mushrooms release their liquid and begin to brown, approximately 5-7 minutes.
4. Stir in the chopped spinach, allowing it to wilt. Remove from heat and let the mixture cool slightly.
5. In a bowl, combine the cream cheese, Parmesan, thyme, and the cooled mushroom mixture. Season with salt and pepper to taste.
6. Roll out the puff pastry sheets and cut each into 9 squares.
7. Spoon a heaping tablespoon of the filling into the center of each square. Fold the corners of the pastry over the filling to form a parcel and pinch to seal.
8. Place the parcels on the prepared baking sheet and brush with the beaten egg.
9. Bake for 15-20 minutes or until golden brown and puffed. Let them cool for a few minutes before serving.

These steps are as straightforward as making sopa de fideo with my abuela, and the reward is just as satisfying!