Heat the olive oil (2 tbsp) in a large frying pan over a high heat.
Fry the chopped mushrooms for 10 minutes, stirring constantly, until all the liquid has evaporated and they have browned.
Add the butter (1 tbsp), shallots, garlic and thyme, and fry for 3 minutes.
Deglaze with red wine (50 ml) and soya sauce (1 tbsp) and allow to reduce until almost all the liquid has evaporated.
Stir in the walnuts (50 g) and breadcrumbs (2 tbsp) and season to taste with salt and pepper.
Leave the filling to cool completely.
Roll out the puff pastry (1 roll) on the baking paper and spread a thin layer of mustard (1 tsp) over it.
Spread the spinach out in a single layer in the centre of the pastry.
Shape the mushroom filling into a firm roll and wrap the pastry tightly around it.
Place the seam facing downwards, press the ends together and leave the Wellington to rest in the fridge for 30 minutes.
Whisk the egg yolk (1) with milk (1 tbsp), brush the Wellington with the mixture and score a diamond pattern into it with a knife.
Bake the Wellington on the middle shelf for 30 minutes, until the pastry is golden brown and crisp.
To make the jus, heat the butter (1 tbsp) in a saucepan and sweat the shallots for 4 minutes.
Add the tomato purée (1 tbsp) and fry for 1 minute.
Pour in the red wine (250 ml) and reduce by half.
Add the vegetable stock (250 ml), bay leaf (1) and thyme (2 sprigs), and simmer for 15 minutes.
Pour the juice through a sieve and season to taste with balsamic vinegar (1 tsp), salt and pepper.
Stir in the cold butter (1 tbsp) until the gravy glistens.
Leave the Wellington to rest for 10 minutes.