Step 1. Prepare the Beef

Season the beef tenderloin generously with salt and pepper. In a large skillet, heat olive oil over high heat. Sear the beef on all sides for about 1-2 minutes per side until browned. Remove from the heat and allow it to cool, then brush with Dijon mustard. Set aside.

Step 2. Make the Mushroom Duxelles

In a food processor, pulse the mushrooms, garlic, and thyme until finely chopped. In the same skillet, cook the mushroom mixture over medium heat until all the moisture evaporates and it becomes a paste-like consistency (about 10-15 minutes). Let the mixture cool completely.

Step 3. Wrap the Beef in Prosciutto and Duxelles

Lay out a large piece of cling film and place the prosciutto slices on it, slightly overlapping to form a rectangle. Spread the mushroom duxelles evenly over the prosciutto. Place the beef in the center, then carefully roll the prosciutto and mushroom mixture around it using the cling film. Wrap tightly and chill for 15-20 minutes to firm up.

Step 4. Wrap in Puff Pastry

Preheat the oven to 400°F (200°C). Roll out the puff pastry on a lightly floured surface to a size large enough to wrap the beef. Remove the cling film from the beef, then place it in the center of the pastry. Wrap the pastry around the beef, sealing the edges well, and trim any excess. Place the Wellington seam-side down on a baking sheet.

Step 5. Egg Wash and Bake

Brush the top of the pastry with beaten egg yolk to create a golden crust. Use the back of a knife to score a pattern on the top, being careful not to cut through the pastry. Bake for 30-35 minutes for medium-rare, or until the internal temperature reaches 125°F (52°C). Remove from the oven and let it rest for 10 minutes before slicing.

Step 6. Make the Red Wine Sauce (Optional)

In a saucepan, sauté the chopped shallot in a little oil until soft. Add the red wine and thyme, simmering until reduced by half. Add the beef stock and continue to simmer until thickened. Strain and serve with the Wellington.