Preheat oven to 400°F and line a small baking sheet with parchment paper.
Season the beef tenderloin with sea salt and black pepper on all sides.
Heat avocado oil in a skillet over high heat and sear the beef for 1-2 minutes per side until browned, then remove and brush with Dijon mustard.
In the same skillet, sauté finely chopped mushrooms and minced garlic until all moisture has evaporated, forming a thick paste.
Lay out a piece of plastic wrap, place the prosciutto slice on it, spread the mushroom mixture over the prosciutto, and place the beef in the center.
Roll the beef tightly in the prosciutto and plastic wrap, chilling in the fridge for 15 minutes to set the shape.
Roll out the puff pastry on a lightly floured surface, unwrap the beef, and place it in the center of the pastry.
Fold the pastry over the beef, sealing the edges with a bit of beaten egg, and place seam-side down on the baking sheet.
Brush the top of the pastry with the remaining beaten egg and bake for 20-25 minutes until the pastry is golden and the beef reaches your desired doneness.