Heat olive oil in a large skillet over medium heat. Sauté the finely chopped onion for about 5 minutes until it's softened and translucent. Add minced garlic and cook for another minute until fragrant.

In a mixing bowl, combine this mixture with ground beef, Worcestershire sauce, Dijon mustard, thyme, salt, pepper, breadcrumbs, and egg.

Transfer the beef mixture onto a clean surface and shape it into a log about 10 inches long.

Roll out the thawed puff pastry on a lightly floured surface until it’s about a ¼ inch thick. Place the beef log in the center of the pastry sheet and carefully fold the pastry over the beef, sealing the edges tightly.

In a small bowl, whisk together the egg yolk and water to create an egg wash. Gently brush this mixture over the pastry.

Preheat your oven to 400°F (200°C). Place the baking sheet with the assembled Ground Beef Wellington in the oven. Bake for 25-30 minutes, or until the pastry is golden brown and the internal temperature of the beef reaches 160°F (70°C).

Once baked, remove the Ground Beef Wellington from the oven and let it rest for 5 minutes on a cutting board.

After resting, slice it into generous pieces and serve with your choice of sides.