Prepare the beef: Pat tenderloin dry and season generously with salt and pepper. Heat olive oil in a heavy skillet over high heat. Sear beef on all sides, about 2–3 minutes per side, until browned. Remove, cool slightly, then brush with Dijon mustard. Set aside.

Make the mushroom duxelles: In the same skillet, melt butter. Add mushrooms, shallots, garlic, and thyme. Cook over medium heat, stirring often, until mixture is very dry and caramelized (about 10–12 minutes). Season with salt and pepper. Cool completely.

Wrap with prosciutto: On a sheet of plastic wrap, lay slices of prosciutto slightly overlapping. Spread cooled mushroom duxelles evenly on top. Place seared beef on the mushrooms and carefully roll up tightly using the plastic wrap. Chill in the refrigerator for 15–20 minutes to set.

Prepare the pastry: On a floured surface, roll out puff pastry large enough to encase the beef. Unwrap beef from plastic and place in the center of the pastry. Fold pastry over the beef, sealing edges tightly. Trim excess pastry.

Chill and glaze: Wrap the pastry-covered beef in plastic wrap again and chill for 15 minutes. Preheat oven to 400°F (200°C). Brush pastry with egg wash. Optionally, score the pastry lightly with a knife for decoration.

Bake: Place Wellington on a parchment-lined baking sheet. Bake for 35–40 minutes, until pastry is golden brown and beef registers 125°F (52°C) for medium-rare (check with a meat thermometer).

Rest and serve: Let rest for 10 minutes before slicing. Serve in thick slices with gravy, mashed potatoes, or roasted vegetables.