Preheat your oven to 400°F and line a baking sheet with parchment paper.
Season the beef tenderloin with sea salt and black pepper, then sear in avocado oil over high heat for 2 minutes per side until a brown crust forms.
Remove beef from the pan, let it cool slightly, and brush all sides with Dijon mustard.
Finely chop mushrooms and shallots, then sauté them in the same pan until all liquid has evaporated and they form a thick paste.
Lay a slice of prosciutto on plastic wrap, spread the mushroom paste over it, place the beef in the center, and roll tightly into a log.
Chill the beef log in the refrigerator for 15 minutes to firm up the shape.
Roll out the puff pastry thinly, wrap it around the chilled beef log, seal the edges, brush with beaten egg, and bake for 20 minutes until golden.