Heat oven to 375°F. Line 18x13-inch sheet pan with cooking parchment paper.
Season beef with salt and pepper. In 10-inch nonstick skillet, heat 1 tablespoon oil over high heat. Sear beef in oil 1 minute, turning to brown sides. Remove beef from skillet; set aside. Save skillet and drippings for dipping sauce.
In small bowl, mix spinach, 2 tablespoons sour cream, 1 tablespoon onion soup mix, and the cracker crumbs; set aside.
Unroll dough sheet on work surface. Press or roll into 13 1/2x9-inch rectangle. Using pizza cutter or sharp knife, cut dough lengthwise into 4 rows, then cut crosswise into 6 rows to make 24 pieces.
To form each wellington, place 1 teaspoon of the spinach mixture onto center of each dough piece. Top with 1 piece of beef; press in lightly. Pull up 2 opposite corners of dough stretching slightly; pinch together. Repeat with 2 remaining corners, pressing all seams to seal. Place on sheet pan. Repeat with remaining ingredients. Brush wellingtons lightly with egg.
Bake 17 to 19 minutes or until golden brown.
Meanwhile, heat skillet with drippings over medium-low heat. Cook cheese and 1 teaspoon onion soup mix in drippings 2 to 3 minutes, stirring occasionally, until cheese is melted. Stir in 3/4 cup sour cream and 2 1/2 teaspoons oil. Continue cooking 2 minutes, stirring frequently, until mixture is well blended. Remove from heat; place in small serving bowl. Sprinkle with dash of pepper. Serve appetizers and bowl of dipping sauce on large platter. Garnish with thyme.