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 olive oil in a cast-iron skillet over high heat and sear the beef for 1-2 minutes per side until a deep brown crust forms, then remove and brush immediately with Dijon mustard.
In the same skillet, sauté finely minced mushrooms, shallots, garlic, and thyme leaves until all moisture has evaporated and the mixture is concentrated and dry.
Roll out the puff pastry into a thin rectangle and spread the mushroom duxelles in an even layer in the center.
Place the seared beef on top of the mushrooms, wrap the pastry tightly around the meat, and trim any excess dough to ensure the pastry remains light and crisp.
Place the Wellington seam-side down on the baking sheet and brush the top with a beaten egg for a glossy, professional finish.
Bake for 15-20 minutes until the pastry is beautifully golden and the beef reaches an internal temperature of 125°F for medium-rare.
Allow the beef to rest for 5-10 minutes before slicing to ensure the juices stay locked inside for a tender result.