Heat olive oil in heavy large pot over high heat. Add beef ribs and brown on all sides, about 10 minutes. Add beef stock, tomato paste and bay leaves and bring to boil. Reduce heat and simmer uncovered until liquid is reduced to 4 cups, about 1 hour 15 minutes. Discard ribs.
Add carrots and onion to pot. Simmer until carrots are tender, about 10 minutes. Add zucchini, mushrooms and tomatoes and simmer 8 minutes. Mix flour and 2 tablespoons butter in small bowl until paste forms. Stir paste into stock mixture; simmer until gravy thickens, about 3 minutes. (Can be prepared 1 day ahead. Cover and refrigerate. Before continuing, rewarm over medium heat, stirring frequently.)
Preheat oven to 400°F. Butter six 1 1/4-cup custard cups or souffle dishes. Melt remaining 1 tablespoon butter in large nonstick skillet over high heat. Sprinkle beef tenderloin pieces with salt and pepper. Add beef to skillet and cook just until outside of beef is brown, about 1 minute per side. Transfer beef to prepared custard cups, dividing equally. Ladle vegetable gravy over beef in cups, dividing equally. Roll out 1 puff pastry sheet on floured surface to 12-inch square. Using small plate as guide, cut out three 5 1/2-inch rounds from sheet. Repeat with remaining pastry sheet. Brush edges of pastry rounds with egg glaze. Place 1 round, glazed side down, atop each filled custard cup; press overhang firmly to outside of each cup. Cut 3 vents in each pastry round. Brush pastry with remaining egg glaze.
Bake beef tenderloin pies until pastry is golden brown and puffed, about 15 minutes. Serve warm.