Trim the excess fat from the beef tenderloin. Use kitchen twine to tie up the tenderloin, spacing each tie about 1 inch apart. Season generously with salt and pepper.
3-4 pound beef tenderloin, Kosher salt and freshly ground black pepper
Heat 2 tablespoons of oil in a large skillet set over medium-high heat. Once heated, add in the tenderloin, searing on all sides until browned and crispy, but not cooked through. Transfer to a plate to rest.
3 tablespoons olive oil
Combine 2 tablespoons of Dijon mustard and the garlic in a small dish. Once the tenderloin is no longer hot, cut off the twine, and gently pat the tenderloin dry with paper towel. Rub the Dijon mustard all over the tenderloin covering it completely. Set aside for now.
2 tablespoons Dijon mustard, 2 cloves garlic
In the same skillet, heat the remaining 1 tablespoon of olive oil. Add in the onion and sprinkle with salt and pepper. Once softened, add in the mushrooms. Continue cooking and stirring until the mushrooms are browned.
½ onion, ½ teaspoon kosher salt, ¼ teaspoon ground black pepper, 1 pound cremini mushrooms
Add in the red wine. Use a wooden spoon to scrape up the brown bits from the bottom of the pan. Continue cooking until the excess liquid is absorbed.
⅓ cup red wine
Add in the flour, rosemary, and thyme, and continue to cook until the mixture is thick and has a paste-like texture. Season to taste.
2 tablespoons all-purpose flour, 1 sprig fresh rosemary, 4 sprigs fresh thyme
Place a large piece of plastic wrap on the counter. Arrange the prosciutto slices on the plastic wrap in 2 rows of 5 slices. Use a spatula to spread the mushroom mixture onto the prosciutto.
10 slices prosciutto ham
Place the beef tenderloin horizontally at the bottom of the prosciutto. Roll the prosciutto and beef up into a tight roll. Wrap in the plastic wrap.
Preheat oven to 425°F.
On a floured surface, pinch the 2 sheets of puff pastry together and roll out into a large rectangle.
17.3 ounces frozen puff pastry
Unwrap the tenderloin and place it horizontally at the bottom of the puff pastry. Roll the pastry over the beef. Pinch the ends of the pastry together and tuck any excess pastry underneath.
Place the pastry-wrapped tenderloin, seam side down, on a baking sheet. Chill in the refrigerator or freezer for 20 minutes.
Score the pastry by cutting small slits on the top. Brush the sides and top of the pastry with the beaten egg. Sprinkle with sea salt.
1 large egg, Sea salt
Transfer to the oven to bake for 35-40 minutes, until the puff pastry is golden brown and the beef is cooked to your liking. If you notice your puff pastry browning too fast during the cooking process, loosely cover with tin foil. Use a meat thermometer to check the temperature. For medium rare, cook to 130°F, and for medium, cook to 140°F.
Once baked, place the wellington on a wire rack to allow heat and moisture to escape and prevent a soggy bottom.