Preheat the oven to 400 degrees F and thaw one sheet of puff pastry.

Place the olive oil in a 12-inch skillet set over medium-high heat. Once the oil is hot, add the onion and carrots; saute just until they begin to soften, 3 to 4 minutes. Add the ground beef and mushrooms; cook until browned, about 3 minutes.

Sprinkle the meat with the flour and toss to coat, continue cooking for another minute, stirring constantly. Then add the tomato paste, stock, Worcestershire, mustard, salt, pepper, and thyme; stir to combine. Bring to a boil, reduce the heat to low, cover, and simmer for 10 to 12 minutes or until the sauce is thickened slightly.

Meanwhile, roll out the thawed puff pastry until it fits the size of your baking dish. I like to trace my baking dish on the sheet of puff pastry so that it fits perfectly cutting it out using a sharp knife or pastry cutter.

When the beef filling is cooked, transfer it to the baking dish. Top with the puff pastry, making sure it that it comes to the edges. The pastry will shrink slightly when baked. Whisk the egg slightly and brush over the pastry.

Place the cottage pie on a parchment-lined sheet pan and bake in the oven for 25 minutes or until the puff pastry is nicely browned. Let cool slightly before serving.