In a large skillet cook mushrooms, onion, salt and pepper in hot oil for 6 to 8 minutes or until tender. Set aside.
Preheat oven to 400 degrees F. Line a baking sheet with parchment paper; set aside. Place Worcestershire sauce or steak sauce in a medium bowl. Add tofu and stir gently to coat. Set aside. In a small bowl, beat together egg and water; set aside.
On a lightly floured surface, roll pastry into a 12-inch square; cut into four squares. Spread each square with 1 teaspoon mustard. Divide the tofu mixture among the squares of pastry. Top tofu evenly with mushroom mixture. Fold pastry over to form a rectangle or triangle, stretching pastry gently, if necessary; press edges with fingers to seal, then with tines of fork (pastry will be full). Place pockets on prepared baking sheet.
Prick tops of pockets several times with the fork. Brush tops of pockets with egg mixture. Bake about 25 minutes or until golden. Cool slightly before serving.