Preheat your oven to 400°F (200°C).

Season the beef tenderloin with salt and pepper. In a skillet over high heat, add a little olive oil and sear the beef on all sides until browned (about 2-3 minutes per side). Remove from heat and let it cool slightly.

In the same skillet, add the finely chopped mushrooms and sauté until all the moisture evaporates, about 10-12 minutes. Season with salt and pepper. Let it cool completely.

Once cooled, spread the Dijon mustard over the beef.

Lay out the prosciutto slices on a sheet of plastic wrap, slightly overlapping them. Spread the cooled mushroom mixture over the prosciutto, then place the beef in the center and roll it tightly using the plastic wrap. Chill in the refrigerator for 15 minutes.

On a floured surface, roll out the puff pastry sheet into a rectangle large enough to fully encase the beef. Remove the beef from the plastic wrap and place it in the center of the pastry.

Fold the pastry over the beef, sealing the edges. Trim any excess pastry, if necessary, and crimp the edges to seal.

Place the wrapped beef on a baking sheet lined with parchment paper. Brush the pastry with the beaten egg to achieve a golden color when baked.

Bake in the preheated oven for 25-30 minutes, or until the pastry is golden brown and the beef reaches an internal temperature of 130°F (54°C) for medium-rare.

Let the Beef Wellington rest for 10 minutes before slicing and serving.