Add 1/2 tbsp of olive oil followed by chopped onion to a large frying pan over a medium heat, then reduce heat. Season with salt and pepper and cook, stirring occasionally, for around 15 mins, until the onions are golden brown.
Remove the onion from the pan and return the pan to the heat. Add baby spinach and cook until wilted, then leave to cool.
Add the remaining olive oil and place the mushrooms, top side down in a pan over a medium/high heat. Cook until lightly golden before turning over and cooking for a further 5 minutes. Remove from the heat and drain on paper towel top side up. Transfer the onion, spinach and mushroom to the refrigerator and cool completely.
Preheat the oven to 200°C (390°F). Place a sheet of baking paper on the baking tray and then place the puff pastry sheet on top. Spread half the caramelised onions over the middle third of the pastry, making sure to leave an extra 2cm border at the edge of the pastry. Top with half of the baby spinach. Spread the dijon mustard over the mushrooms and season well with salt and pepper. Place the mushrooms on top of the spinach then top the mushrooms with thyme and the remaining baby spinach and onions.
Carefully roll the pastry over the top of the mushroom mixture until you have a log then press down to seal the edges. Roll over the log so that the seam is facing the bottom.
Coat the log lightly with oat milk and place in the freezer for 10 minutes before repeating with another layer of the oat milk wash and freezing the pastry for a further 10 minutes.
Place the pastry back on the baking sheet and tray and place in the oven for 30 to 35 minutes, or until golden and flakey.