Add mushrooms, shallots, and Worcestershire sauce to a medium-high heat pan and sweat it out for 5-6 minutes.

Add garlic and thyme, mix until fragrant and all the moisture is removed, and set aside.

Cut filets into bite-sized pieces, season, and sear on all sides.

While preparing the duxelles, place the meat in the freezer for 15-20 minutes to slightly chill it. This will slow the cooking process in the smoker or oven without freezing the meat. Avoid letting it freeze solid.

Roll out the puff pastry using flour on the surface to make it easy to work with and cut into squares.

Add a dollop of duxelles and a squeeze of ground mustard to each square.

Add your steak bite, then fold over all the corners.

Brush each with an egg wash.

Cook in the oven or smoker at 450 degrees Fahrenheit for 12 minutes or until golden brown.

Top with horseradish chipotle cream sauce and chives.

Add the ingredients into a blender and blend until smooth.

Add more water until you are happy with the consistency.