Preheat a skillet over medium heat.
Add olive oil and brown the mushrooms, minced shallot and thyme.
During cooking, the liquid will release from the mushrooms. Continue to cook until all the liquid has dissolved, about 15-20 minutes, stirring often.
Remove the mushroom mixture from the pan and let cool.
In a bowl, mix the champjgnons, the dijon mustard, the red beans, the breadcrumbs and an egg. Put aside
Whisk the second egg with 1 tablespoon of water and set aside.
On a clean, lightly floured surface, roll out the puff pastry to ¼ inch thick.
Add the mushroom mixture and mold it with your hands so that it looks like a roast
Gently roll the mushroom roast and puff pastry to coat, pinching the edges to secure.
Fold the edges underneath.
Wrap and let cool for another 20 minutes.
Preheat the oven to 425.
When ready to bake, brush the puff pastry with egg and gently cut several vents on top to allow the steam to escape.
Bake for 40 to 45 minutes and the pastry is golden and flaky.
Let stand 10 minutes before slicing.