01 - Preheat oven to 425°F. Pat the beef tenderloin thoroughly dry with paper towels. Season generously on all sides with salt and freshly ground black pepper.
02 - Heat olive oil in a heavy skillet over high heat until smoking. Sear the beef on all sides until deeply browned, about 2-3 minutes per side. Remove from heat and let cool completely. Brush the seared beef all over with Dijon mustard.
03 - In a large skillet, melt butter over medium heat. Add shallots and garlic; sauté for 2 minutes until fragrant. Add chopped mushrooms and thyme. Cook, stirring frequently, until mushrooms release their moisture and the mixture becomes dry and paste-like, 10-15 minutes. Season with salt and pepper. Cool completely.
04 - On a large piece of plastic wrap, arrange prosciutto slices in a slightly overlapping rectangle to form a layer slightly larger than the beef. Evenly spread the cooled mushroom duxelles over the prosciutto, covering the surface.
05 - Place the mustard-coated beef in the center of the prosciutto-duxelles layer. Using the plastic wrap as an aid, roll tightly into a uniform log, wrapping the beef completely in the prosciutto and mushroom mixture. Twist the ends of the plastic wrap to seal tightly. Refrigerate for 30 minutes to firm.
06 - On a lightly floured surface, roll out the puff pastry to a rectangle large enough to fully enclose the beef log with excess for sealing. Remove the beef from plastic wrap and place in the center of the pastry. Brush the pastry edges with egg wash.
07 - Fold the pastry over the beef, overlapping slightly to create a tight seal. Trim excess pastry and crimp edges with a fork to secure. Place seam-side down on a parchment-lined baking sheet. Brush the entire surface with egg wash. Optionally create decorative cutouts from pastry scraps and attach with egg wash.
08 - Refrigerate the wrapped beef for 15 minutes to firm the pastry. This step helps maintain distinct layers and ensures even baking.
09 - Bake in the preheated oven for 40-45 minutes, or until the pastry is deep golden brown and an instant-read thermometer inserted into the center of the beef registers 122°F for medium-rare.
10 - Remove from the oven and let rest for 15 minutes before slicing. This allows the juices to redistribute. Slice into thick portions and garnish with chopped parsley if desired.