In a small sauté pan, heat butter and olive oil over medium-high heat until butter melts. Add mushrooms, shallot, 1 tablespoon water, thyme, salt, and pepper, stirring until combined. Cover with lid and lower heat to medium-low. Let cook until mushrooms are soft and tender, approximately 7 minutes. Remove lid and cook off all liquid, increasing heat if necessary. Transfer mushroom mixture to a cutting surface and let cool completely.
Using a sharp knife, chop mushrooms finely. Transfer mushroom mixture to a small bowl. Add mayonnaise, mustard, Worcestershire sauce, and pepper, stirring until combined.
Notes
Mushroom-Dijon Aïoli can be made one day in advance, stored in a covered container, and refrigerated.
Recipe by TeaTime Magazine at https://teatimemagazine.com/beef-wellington-stacks-recipe/