Sprinkle steaks with garlic salt and 1/8 teaspoon pepper. Saute steaks in 2 tablespoons melted butter in a large skillet for 2 to 4 minutes on each side. (Remember they will come longer in the oven, so do not overcook!) Remove steaks from the skillet, reserving drippings in the skillet. Let steaks rest, then cover and chill.
Add chopped mushrooms, 1/4 cup chopped onion, sherry, and parsley to the drippings in the skillet. Saute over medium heat until onion is tender and liquid evaporates. Spread the mushroom mixture evenly over the top of chilled steaks.
Roll out the pastry patty shell to a 6-inch square on a lightly floured surface. Place steaks, mushroom side down, on the pastry squares. Brush the edges of the pastry with beaten egg. Fold the pastry over the meat, pinching seams and ends to seal. Place seam side down in a greased 15 x 10 x 1 inch jellyroll pan. Brush with any remaining beaten egg. Bake at 425° for 15 to 20 minutes or until golden brown.
While the Wellingtons are baking, saute 1/3 cup onion and sliced mushrooms in 2 tablespoons melted butter in a medium skillet until the vegetables are tender. Add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add the broth and wine. Cook over medium heat, stirring constantly, until the mixture is thickened and bubbly. Stir in Worcestershire sauce, salt, and pepper. Add bay leaf.
Reduce heat to low; simmer 10 minutes. Remove and discard the bay leaf. Serve beef Wellingtons with sauce.