In wok with oil, fry onions for 2 minutes then add bell pepper, oyster sauce, soy sauce, and fry for another 3 minutes. Set aside to cool.
Pre-heat oven to 375 degrees F. Beat egg in a bowl.
Lay out puff pastry and brush with egg wash on one long edge.
Dish out half of the fajita meat and place in the middle of the puff pastry leaving some space at the top and bottom edges. Spoon guacamole on top of the meat. Place 2 pieces of cheese singles on top. Place half of the fried vegetables on top of the cheese.
Wrap the edge that does not have egg wash over the contents. Wrap the egg-washed edge over the first wrap. Use a fork to seal the top and bottom edges of the pastry.
Place the wellington in a baking dish lined with aluminum foil. Repeat for the second wellington.
With a knife, make small slits on top of the wellington. Apply egg wash over the wellingtons.
Bake in pre-heated oven for 30 minutes.
