1. Preheat oven to 450°. Heat oil in a medium nonstick skillet over medium heat. Add mushrooms and rosemary; sauté 3 minutes or until browned. Stir in pepper and 1/8 teaspoon sea salt. Set aside.
2. Whisk together egg and 1 tablespoon water in a small bowl.
3. Roll 1 puff pastry sheet into a 9- x 12-inch rectangle on a lightly floured work surface. Cut into 12 (3-inch) squares. Arrange 1 beef cube in the center of each pastry square, and sprinkle with a pinch of sea salt. Top each beef cube with about 1/2 teaspoon Boursin cheese and 1 mushroom slice. Brush edges of pastry squares with egg mixture. Fold dough corners over filling in the center to make a packet, pinching to seal. Place on a large, parchment paperlined baking sheet. Repeat with remaining ingredients, and brush all with remaining egg mixture.
4. Bake 9 minutes or until pastry is puffed and golden brown. Let stand 5 minutes.
Sip: Diebolt-Vallois Champagne, NV Blanc de Blanc, 100% Chardonnay ($36): "This bubbly is rich and toasty--just right with the herbs and flaky puff pastry." --Michael Velo, bubbly expert from the Carriage House Restaurant in Chicago