For pesto, combine 3 tbsp oil, basil, parsley, parmesan cheese and salt in a food processor. Cover and process till smooth. Set aside.
In a large skillet brown steaks in 2 tbsp butter. Remove and keep warm. Sauté mushrooms in same skillet till liquid is absorbed.
Cut each pastry sheet to 8-in square. Place steak in each square and top with 1 tsp pesto sauce and mushrooms. Bring opposite corners together and pinch seams to seal. Place in a greased 15 x 10 x1 inch baking pan. Brush egg over pastry. Bake at 450 degrees for 18-20 minutes or till golden brown. Let stand 10 minutes before serving.
For gravy, melt butter in skillet, stir in flour till smooth and gradually stir in remaining ingredients. Bring to a boil and stir till thick.