Preheat your oven to 400°F and line a small baking sheet with parchment paper.
Season the beef tenderloin on all sides with sea salt and black pepper.
Heat avocado oil in a cast-iron skillet over high heat and sear the beef for 2 minutes per side until a brown crust forms, then remove from heat and brush immediately with Dijon mustard.
Finely mince the mushrooms and garlic, then sauté them in the same skillet until all moisture has evaporated and they form a thick paste.
Lay a piece of plastic wrap on a flat surface, place the prosciutto slice down, spread the mushroom paste over it, and place the beef in the center.
Roll the prosciutto and mushrooms tightly around the beef using the plastic wrap and chill in the freezer for 10 minutes to firm up.
Roll out the puff pastry on a lightly floured surface, remove the plastic from the beef, and wrap the pastry around the beef bundle, trimming any excess and sealing the seams.
Place the Wellington on the baking sheet, brush the top with the beaten egg yolk, and bake for 20-25 minutes until the pastry is golden and the beef reaches your desired doneness.