01 - Preheat the oven to 425°F. Pat the beef tenderloin dry and season generously with salt and pepper.
02 - Heat olive oil in a large skillet over high heat. Sear the beef on all sides until browned (about 2-3 minutes per side). Transfer to a plate and let cool completely.
03 - In the same skillet, melt butter over medium heat. Add shallots and garlic; cook until softened. Add mushrooms and thyme, season with salt and pepper, and cook until all moisture evaporates and mixture is dry (about 10-15 minutes). Cool completely.
04 - Lay a large piece of plastic wrap on a work surface. Arrange prosciutto slices, slightly overlapping, in a rectangle large enough to wrap the beef. Spread the cooled mushroom duxelles evenly over the prosciutto.
05 - Optional: Brush the cooled beef tenderloin with Dijon mustard.
06 - Place the beef on the mushroom-covered prosciutto. Using the plastic wrap, roll it tightly into a log, encasing the beef in the mushroom and prosciutto layer. Twist ends to seal and refrigerate for 20-30 minutes.
07 - On a lightly floured surface, roll out puff pastry into a rectangle large enough to wrap the beef. Unwrap the beef log and place it in the center of the pastry. Brush the edges of the pastry with egg wash.
08 - Fold the pastry over the beef, trimming excess and sealing seams. Place seam-side down on a baking sheet lined with parchment paper. Brush pastry with egg wash and, if desired, decorate with pastry scraps.
09 - Chill the wrapped Wellington for 15 minutes.
10 - Bake in the preheated oven for 40-45 minutes, or until the pastry is golden brown and an instant-read thermometer inserted into the center of the beef reads 122°F for rare, 129°F for medium-rare.
11 - Rest for 10-15 minutes before slicing and serving.