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