Prepare the Salmon Wellingtons:

1. Preheat the Oven: Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper and set aside.
2. Prepare the Salmon: Season the salmon fillets with salt and pepper. Optionally, brush the top of each fillet with a thin layer of Dijon mustard for an extra layer of flavor. Set the salmon aside.
3. Cook the Spinach and Mushrooms: In a large skillet, melt the butter over medium heat. Add the onions and sauté until softened, about 3-4 minutes. Add the mushrooms and cook until they release their moisture and become tender, about 5 minutes. Add the garlic, thyme, and parsley, and cook for another minute. Stir in the spinach and cook until wilted, about 2 minutes. Remove from heat and stir in the heavy cream. Let the mixture cool slightly.
4. Assemble the Wellingtons: Roll out the puff pastry on a floured surface. Cut the pastry into four equal rectangles large enough to wrap around the salmon fillets. Spoon a generous amount of the spinach and mushroom mixture onto the center of each pastry rectangle. Place a salmon fillet on top of the mixture, then fold the pastry over the salmon, sealing the edges to form a neat package. Press the edges together and trim any excess pastry.
5. Apply the Egg Wash: Brush the top of each Wellington with a beaten egg to give the pastry a golden, glossy finish.
6. Bake: Place the Wellingtons on the prepared baking sheet and bake for 25-30 minutes, or until the pastry is golden brown and flaky, and the salmon is cooked through. You can check for doneness by inserting a fork into the thickest part of the salmon; it should flake easily when done.
7. Cool and Serve: Let the Wellingtons rest for a few minutes before serving.

Cut and Serve:

8. Slice and Serve: Once the Wellingtons have cooled slightly, slice them in half and serve immediately.