Preheat the oven to 220ºC, fan 200ºC, gas 7. Rub the spices into the steaks and season with black pepper. Place a steak in the middle of each pastry square. Top with the mushroom pâté. Brush the edges of the pastry with the egg and then fold it over the steaks to make a parcel, trimming the excess. Place on a tray, folded side down, and chill for 10 minutes.
Cut the beetroot into wedges, place on a baking tray and scatter with the thyme. Season with black pepper.
Brush the wellingtons with egg and cook for 13 minutes, for medium-rare, 20 minutes for well-done. Roast the beetroot at the same time, on the shelf below.
Allow the wellingtons to rest for 5-10 minutes. Toss the spinach through the roasted beetroot and serve alongside the wellingtons.