To make Southern Living’s Mini Beef Wellingtons, first melt three tablespoons of butter in a large skillet over medium heat; add beef tenderloin fillets in batches, and cook for three minutes on each side or until browned. Remove fillets from the skillet; sprinkle with salt and pepper, and let cool.
Melt two tablespoons butter in the skillet; add mushrooms, and sauté for five minutes. Stir in sherry, and remove from the heat.
Unfold pastry sheets on a lightly floured surface. Roll to an 1/8-inch thickness, and cut each one into fourths.
Place one fillet in the center of each square, and top with the mushroom mixture. Bring the opposite corners of the squares together over the beef like you’re making an envelope. Gently press to seal the edges. Place the packets on a baking sheet coated with cooking spray, and brush with egg whites.
Bake at four-hundred and twenty-five degrees on the lowest oven rack for twenty-five to thirty minutes or until golden.
Melt one-and-a-half tablespoons of butter in a large shallow saucepan; add flour and stir with a whisk. Cook, stirring constantly with a whisk, for two to three minutes or until lightly browned. Add tomato paste and cook, stirring constantly, one to two minutes. Gradually stir in broth. Add bay leaf, and simmer 20 minutes. Pour through a wire-mesh strainer into a glass measuring cup or bowl. Serve the sauce with Beef Wellingtons.