Prepare all of the ingredients. Preheat oven to 400 deg.
In a saute pan over medium-high heat, add oil, and onions. Cook for 2 minutes then add mushroom, sherry, parsley, salt, and pepper. Cook another 3 minutes then remove from pan. Do no not clean pan, but remove from heat.
In a bowl, combine ground beef and mushroom mixture. Form into 8 equal patties about 3 inches in diameter. Return pan to medium heat and cook patties for 5 minutes on each side.
Cut each of the puff pastry sheets into quarters and place a patty in the center of each. Seal each of the patties in the pastry. Place them on a wire rack over a parchment paper covered baking sheet. Sprinkle with salt and pepper, if desired. Place in oven for 20 minutes (or until crispy brown).