01 - Preheat oven to 425°F. Pat the beef tenderloin dry and season generously with salt and pepper.
02 - Heat olive oil in a heavy skillet over high heat. Sear the beef on all sides until browned, about 2–3 minutes per side. Remove from heat and let cool. Brush all over with Dijon mustard.
03 - In a large skillet, melt butter over medium heat. Add shallots and garlic; sauté 2 minutes. Add mushrooms and thyme. Cook, stirring often, until mushrooms release moisture and mixture is dry, 10–15 minutes. Season with salt and pepper. Cool completely.
04 - On a large piece of cling film, lay out prosciutto slices in a slightly overlapping rectangle. Evenly spread cooled mushroom duxelles over the prosciutto.
05 - Place the beef on top. Using the cling film, roll tightly into a log, wrapping the beef in the prosciutto and duxelles. Twist ends of the film to seal. Chill in fridge for 30 minutes.
06 - Roll out puff pastry on a lightly floured surface to a rectangle large enough to fully enclose the beef. Remove beef from cling film and place in center of pastry. Brush pastry edges with egg wash.
07 - Fold pastry over beef, sealing edges and trimming excess. Place seam-side down on a baking sheet lined with parchment. Brush all over with egg wash. If desired, decorate with pastry cutouts and brush again.
08 - Chill in fridge for 15 minutes for best results.
09 - Bake in preheated oven for 40–45 minutes, or until pastry is golden and a thermometer inserted into the center of the beef reads 122°F for medium-rare.
10 - Remove from oven and let rest 15 minutes before slicing. Garnish with chopped parsley if desired. Serve in thick slices.