In a large pan, over medium heat, heat a tablespoon of olive oil. Add salt and pepper on the beef, place in a pan and bake for 4-5 minutes on each side (both will be medium rare cooked).
Transfer them into a plate and leave to cool.
Pour the remaining four tablespoons of oil in the same pan, add garlic and cook for 30 seconds. Add mushrooms, one tablespoon of chopped thyme, salt and pepper. Cook, stirring until mushrooms are not soft, about ten minutes. Add sherry and cook until all the liquid has evaporated, about two minutes. Remove from heat and add salt and pepper if necessary.
Beef and mushrooms can be prepared the day before, so pack them separately and store in a refrigerator, but when you combine these delicious snacks, ingredients must be at room temperature. If you prepared them earlier, before you go further, let them stand for thirty minutes at room temperature before proceeding with the preparation.
When the beef is at room temperature, cut it in thin slices. Put a slice of beef on baguette, on this spread mushrooms with light pressure. Add thyme and feta cheese. Your gourmet snacks are ready to serve.