Petite Beef Wellington

Name: Petite Beef Wellington
Ingredients: 1 1/4 teaspoons coarse sea salt; 1/4 teaspoon dried oregano; 1/4 teaspoon dried rosemary; 1/4 teaspoon dried thyme; 1/4 teaspoon rubbed sage; 1/8 teaspoon granulated garlic; 1 1/2 pounds mixed fresh mushrooms (such as hen-of-the-woods, black trumpet, and/or chanterelle); 1/4 cup unsalted butter (2 ounces); 14 (3-inch) thyme sprigs , tied in a bundle, plus fresh thyme leaves for decorating; 2 large shallots , finely chopped (about 3/4 cup); 6 large garlic cloves , minced; 1/4 cup (2 ounces) Madeira; 2 teaspoons herbed salt , divided; 4 (4-ounce) beef tenderloin filets (about 1 1/2 inches thick); 2 tablespoons canola oil; 8 (about 1/2-ounce) thinly sliced country ham or prosciutto slices; 2 tablespoons Dijon mustard; 3 (14-ounce) packages frozen all-butter puff pastry (such as Dufour), thawed; All-purpose flour , for work surface; 1 large egg , beaten