Heat a large skillet over medium heat. Add olive oil. When shimmering, add the chopped onion and a pinch of salt. Sauté until translucent, about 5–6 minutes. Add minced garlic and cook 30–45 seconds until fragrant.

Cook mushrooms

Increase heat to medium-high. Add the very finely chopped mushrooms to the skillet in a single layer if possible. Cook without stirring for 3 minutes to allow browning, then stir and continue cooking until moisture has mostly evaporated, about 6–8 minutes total.

Add vegetables and nuts

Stir in the grated carrot and chopped walnuts. Cook 2–3 minutes to combine flavors and lightly toast the walnuts.

Season and combine

Lower heat to medium. Add the cooked lentils, soy sauce, tomato paste, balsamic vinegar, smoked paprika, thyme, salt, and pepper. Stir well and cook 3–4 minutes so the lentils absorb flavors. Taste and adjust seasoning. Remove from heat and stir in chopped parsley. Let the filling cool for at least 15 minutes (this prevents soggy pastry).

Assembly and Coating

Prepare spinach layer

Heat a clean skillet over medium heat. Add the fresh spinach and cook, tossing, until wilted, about 2–3 minutes. Season lightly with salt and drain any excess liquid. Spread the spinach on a plate or towel to cool and press gently to remove moisture.

Prepare pastry

Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper. Lightly dust a work surface with the all-purpose flour. Unfold the puff pastry sheet and roll gently to a roughly 12x12-inch rectangle if needed.

Assemble Wellington

If using goat or cream cheese, spread it as a thin layer (about 1/2 cup total) down the center third of the pastry, leaving a 1-inch border at the short ends. Brush the center with Dijon mustard. Arrange the drained spinach in a compact log down the center on top of the cheese/mustard. Mound the cooled mushroom-lentil mixture on top of the spinach, shaping it into a neat log about 8–10 inches long and 3–4 inches wide. Fold the short ends of the pastry over the filling, then fold the long sides up and over to fully enclose the filling. Pinch seams to seal and transfer seam-side down to the prepared baking sheet. Trim excess pastry and use trimmings for decoration if desired.

Egg wash and scoring

Beat the egg with 1 tsp water (or brush with plant-based milk). Lightly brush the surface of the pastry. Using a sharp knife, lightly score diagonal lines or a decorative pattern on top (don’t cut through). Chill the assembled Wellington in the refrigerator for 10 minutes to help it hold shape.

Bake

Bake in the preheated oven for 25–30 minutes, until the pastry is deep golden and crisp and the internal filling is hot. If the pastry browns too quickly, tent loosely with foil for the last 5–10 minutes. Let rest on the baking sheet for 10 minutes before slicing to help set the filling.

Optional Serving Garnish

Transfer the Wellington to a cutting board. Slice into 6 generous portions with a sharp serrated knife. Drizzle with balsamic glaze and garnish with thyme sprigs. Serve warm.