Prepare the Filling:
Heat olive oil in a large skillet over medium heat. Add the onion and garlic, sautéing until softened and fragrant, about 3-4 minutes.
Add the chopped mushrooms to the skillet. Cook, stirring occasionally, until the mushrooms release their moisture and begin to brown, about 8-10 minutes.
Stir in the lentils, chopped nuts, thyme, rosemary, and vegan Worcestershire sauce. Season generously with salt and pepper. Cook for another 3-5 minutes to allow the flavors to meld together. Remove from heat and let the mixture cool slightly.
Optional Greens:
If using spinach or kale, sauté the greens briefly in a separate pan with a splash of olive oil until just wilted. Set aside.
Assemble the Wellington:
Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the vegan puff pastry into a rectangle large enough to enclose the filling.
Spread the cooled mushroom-lentil mixture evenly in the center of the pastry, leaving a 1-2 inch border on all sides. If using spinach or kale, layer it over the filling.
Fold the pastry over the filling, sealing the edges by pinching or pressing with a fork. Place the Wellington seam-side down on the prepared baking sheet.
Bake to Perfection:
Brush the top and sides of the pastry with plant-based milk to encourage browning.
Bake in the preheated oven for 25-30 minutes, or until the pastry is golden brown and crispy.
Serve:
Allow the Wellington to cool for 5-10 minutes before slicing. Serve warm with a side of vegan gravy, roasted vegetables, or a fresh salad.