Heat olive oil and unsalted butter in a skillet over medium heat. Sauté sliced onion until caramelized, about 8 to 10 minutes.

Add chopped mushrooms, minced garlic, thyme, salt, and pepper; continue to sauté for 6 to 8 minutes.

Stir in flour, cooking for 1 to 2 minutes; add broth and cream. Simmer for 3 to 4 minutes until thickened.

Roll out thawed pastry sheets and cut into 6 squares each.

Place filling on one half of each pastry square. Brush edges with water and fold over, sealing with a fork.

Brush tops with beaten egg and sprinkle with salt and thyme before baking.

Preheat oven to 400°F (200°C) and bake for 20 to 25 minutes until golden brown.

Cool on a wire rack for 5 minutes before serving.