Pat the beef tenderloin dry and season generously with salt and black pepper
Sear the beef on all sides in a hot skillet with oil
Brush the seared beef with Dijon mustard
Finely chop mushrooms, shallots, and garlic
Cook the mushroom mixture until all moisture evaporates
Stir in thyme and let the mixture cool completely
Lay out plastic wrap and arrange slices of prosciutto in an overlapping layer
Spread the cooled mushroom mixture over the prosciutto
Place the beef on top and wrap tightly into a log
Chill the wrapped beef until firm
Roll out puff pastry on a floured surface
Unwrap the beef and place it in the center of the pastry
Wrap the pastry around the beef and seal the edges
Trim excess pastry and crimp the seams
Brush the pastry with egg wash
Score the top lightly with a knife
Chill briefly before baking
Bake in a preheated oven until the pastry is golden and the beef reaches desired doneness
Rest the Beef Wellington before slicing
Serve in thick slices