• Preheat oven to 425 degrees. Lightly spray baking sheet with nonstick spray; set aside.

Prepare Filling:

• Heat olive oil in a large skillet over medium heat. When hot, add onion and carrot. Season lightly with salt and pepper, then cook until onion is translucent, stirring occasionally (about 7 to 10 minutes).
• Add mushrooms, then cook until lightly browned and any liquid that's released has evaporated, stirring occasionally (about 7 to 10 minutes).
• Stir in asparagus and garlic, and cook until asparagus is bright green and garlic is fragrant, stirring very frequently (about 2 to 3 minutes).
• Remove pan from heat, then stir in walnuts, parsley, rosemary, and thyme. Season to taste with salt and pepper. Set aside to cool.

Assemble Pastry:

• Remove one sheet of puff pastry from refrigerator. Unfold and place on a lightly floured board. Sprinkle top of pastry lightly with flour.
• Using rolling pin, roll pastry out to a 10 x 12-inch rectangle. Pinch together any tears in the pastry.
• Place half the cooled filling down the center of the puff pastry, leaving a ½-inch border on either end.
• Fold one side of the pastry over the filling, then fold the other side over that. Fold open ends under, then pinch together seams.
• Carefully flip Wellington and transfer to baking sheet (seam side down), then repeat process with remaining filling and puff pastry.
• Use a sharp knife to lightly score a pattern into the puff pastry, being careful not to cut all the way through.
• Whisk together egg yolk and 2 teaspoons cold water. Brush over top and sides of puff pastry with a pastry brush.
• Bake Wellingtons until puffed and golden, about 35 to 40 minutes, rotating pan in oven halfway through baking.
• Use a serrated knife to cut each Wellington into 4 to 5 slices. Serve hot. Enjoy!