Set a large skillet over medium-high heat with the oil. Season the beef with salt and pepper. Once the skillet is hot, add the beef and cook, stirring often, until it has browned and is crispy, about 8 to 10 minutes. Remove with a slotted spoon and transfer to a plate or bowl, set aside.

Add the shallots and garlic to the hot skillet and cook until softened, about 5 minutes. Stir in the mushrooms and season with a bit of salt and pepper. Cook until the mushrooms have browned, about 5 to 8 minutes. Add the beef back in and the thyme, vinegar, Worcestershire sauce, and parsley and cook until the liquid has almost evaporated completely. Remove from the heat and let cool completely.

Preheat the oven to 375 degrees F. Line two baking sheets with parchment paper and set aside.

On a lightly floured work surface, working with one box of puff pastry at a time, unfold each pastry sheet and roll out slightly to remove the creases. Cut each into thirds and then cut each sheet into 9 rectangles similar in size, you should end up with 18 pieces per box of puff pastry (9 per sheet). Place the rectangles on the prepared baking sheets in a single layer. Brush the edges of each with egg wash and then place about a tablespoon or two of filling in the center of each.

Roll out the second box of puff pastry in the same manner and cut into 18 pieces as well. Place a second piece of pastry on top of the filling and then crimp the edges with a fork. Brush each with egg wash and then make a small "x" on top of each with a sharp pairing knife. Sprinkle the top with cracked black pepper and bake until golden brown and puffed up, about 20 to 22 minutes.

In the meantime, to make the sauce, combine all of the sauce ingredients in a medium bowl until evenly incorporated. Give it a taste and adjust seasoning accordingly, adding more salt, pepper or horseradish as needed. Can be kept in the fridge until ready to use, up to 3 days in advance.

Serve the tarts warm with the horseradish cream sauce and garnish with fresh thyme or chives. Enjoy!