Creating Chicken Wellington with Dijon Cream Sauce can be straightforward if you follow these detailed steps:

1. Preheat the Oven: Start by preheating your oven to 400°F (200°C). This will ensure your pastry turns golden and flaky.

1. Sear Chicken: In a large skillet, heat the olive oil over medium-high heat. Season the chicken breasts with salt and pepper. Sear them in the hot skillet for 3-4 minutes on each side until golden brown. Remove from heat and let them cool.

1. Sauté Vegetables: In the same skillet, add chopped mushrooms, onion, and garlic. Cook for about 5-7 minutes until the mushrooms release moisture and the onion becomes translucent. Stir in the thyme and Dijon mustard, then season with salt and pepper. Remove from heat.

1. Prepare Pastry: On a lightly floured surface, roll out the sheet of puff pastry to smooth it out. Cut it into a rectangle large enough to wrap around the chicken and filling.

1. Assemble Wellington: Place the cooled chicken breasts in the center of the pastry. Top them generously with the mushroom mixture.

1. Wrap the Chicken: Fold the pastry over the chicken to encase it completely. Pinch the seams to seal tightly. You can trim any excess pastry if necessary.

1. Apply Egg Wash: Transfer the wrapped chicken to a baking sheet lined with parchment paper. Brush the top generously with beaten egg to ensure a golden crust.

1. Bake: Place in the preheated oven and bake for 25-30 minutes, or until the pastry is puffed and golden brown.

1. Prepare the Sauce: While the Wellington bakes, combine heavy cream and Dijon mustard in a small saucepan over medium heat. Stir until heated through and slightly thickened. Adjust seasoning if necessary.

1. Rest and Serve: After baking, let the Wellington rest for about 10 minutes before slicing. This will allow the juices to settle.