Preheat the oven to 425˚F. Line a rimmed baking sheet with a silicone mat or parchment paper.
Add the mushrooms, herbs, salt and pepper to a food processor. Pulse until the mixture is finely chopped.
In a medium skillet over medium-low heat, melt butter for the duxelles. Add the mushroom mixture and cook, without stirring, for 5 minutes. Stir and continue to cook, stirring occasionally, until all the moisture cooks out, about 10 minutes. Remove from heat and store in the fridge to cool completely.
In a skillet over high heat, warm grapeseed oil for wellingtons. Once hot, add garlic butter steaks to the pan. Sear on both sides, about 2 to 3 minutes per side. Remove from heat and cool on a plate.
Cut each sheet of puff pastry in half horizontally. Lightly roll it out with a rolling pin.
Spread a layer of mushroom duxelles in the center of each piece of puff pastry. Place the seared steaks in the middle. Cut strips on the sides, starting at about ½-inch out from the steak on both sides. Spread the top with another layer of mushroom duxelles.
Wrap like a mummy by folding over the ends over the entire steak. Make sure that the steak is well-covered, pinching strips together as needed to seal.
Press your fingers down at the top of the steak to create divots for the olive slices to fit in to make the eyes.
In a small bowl, combine beaten egg and water. Brush the steaks with egg wash. Place on the prepared baking sheet.
Bake for 20 to 35 minutes until the puff pastry is golden and steak is at your preferred doneness. Rest for 5 to 10 minutes before serving.