Preheat your oven to 400°F (200°C).
Season the beef tenderloin with sea salt and black pepper on all sides.
Heat avocado oil in a pan over high heat and sear the beef for 1 minute per side until browned, then remove and brush with Dijon mustard.
Finely mince mushrooms, shallot, and garlic, then sauté in the same pan until all moisture has evaporated to create a dry duxelles.
Lay out a piece of plastic wrap, place the prosciutto slice on top, spread the mushroom duxelles 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 wash, and place seam-side down on a baking sheet.
Brush the entire pastry with the remaining egg wash and bake for 15-20 minutes until the pastry is golden brown and the beef reaches your desired doneness.
Allow the Wellington to rest for 5 minutes before slicing into thick rounds.