Clean the portobello mushroom caps using a moist paper towel. Use a paring knife to remove the stems, then slice off the excess rim that curls over the gills, creating a flat surface so the mushrooms can sear. Reserve the stems and scraps for when you saute the minced mushrooms.

Warm 1 tablespoon of oil in a large skillet over medium heat. When hot, add the portobello mushrooms, gill side down. Season with a pinch of salt and pepper. Cook on each side for 5 minutes, or until the mushrooms are tender and browned.

While the portobello mushrooms cook, roughly chop the assorted mushrooms. Then transfer them to a food processor (along with the scraps from the portobellos), and pulse a few times to mince. Do this in batches to evenly chop the mushrooms. Transfer the minced mushrooms to a large mixing bowl.

When the portobello mushrooms are finished cooking, transfer them to a plate to cool. Add 2 tablespoons of oil to the skillet (no need to clean it between uses).

Add the shallots and garlic to sauté on medium heat until the shallots are translucent, about 3 minutes.

Add the minced mushrooms, rosemary, balsamic vinegar, soy sauce, and thyme to the skillet, and sauté until the mushrooms have released their liquid and softened. About 10 minutes. Do this in batches if your skillet is not large enough to contain the mushrooms. Remove the mushrooms from the heat and stir in the chopped walnuts. Set aside to cool completely.

While the mushrooms are cooking, warm another large skillet over medium heat. Melt the vegan butter, then add the onions, sugar, salt, and pepper. Stir well, and cook until the onions are translucent and softened for about 15 minutes. Add the apple cider and cook the onions until they are very tender, caramelized, and golden. About 15 minutes longer. Stir in the balsamic vinegar if you are using it, and remove the onions from the heat. Let them cool completely.

Heat the oven to 400°F. Make sure the mushrooms and onions are cooled before building the Wellington pastry. To begin assembling, unroll a large piece of parchment paper onto your work surface and lightly dust it with flour. Unfold the thawed puff pastry on the parchment paper. Use a lightly floured rolling pin to roll the pastry into a 13x16-inch rectangle. Transfer it to a large baking sheet. Arrange half the cooked minced mushrooms mixture in a 4x10-inch strip in the center of the puff pastry. Arrange the caramelized onions on top of the minced mushrooms. Then, arrange the portobello mushrooms on top of the onions. Finally, top the stack with the remaining minced mushrooms. Use your hands, a wooden spoon, or spatula to gently form the filling into a compact loaf shape.

In a small bowl, combine the soy milk and maple syrup and stir. This is the replacement for egg wash and will seal the puff pastry.

Lift one side of the puff pastry over the filling, covering it almost completely. Brush the top of the puff pastry with the soy milk mixture. Lift the other side of the puff pastry sheet over the top of the loaf. Stretch it gently to cover it in a smooth layer. Tuck the short side of the puff pastry under the loaf to seal.

Decorate the top of the puff pastry by slicing gently through the top layer to create a cross pattern or cut through both layers of pastry to make vents. Brush the top of the puff pastry loaf with more of the soy milk mixture.

Bake for 50 minutes until the pastry is flaky and golden. Let it cool for 15 minutes before serving.