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 2 minutes per side until browned, then set aside to cool.
In the same skillet, sauté minced mushrooms, shallots, garlic, and thyme until all liquid has evaporated and the mixture is dry.
Lay out a piece of plastic wrap, place the prosciutto slice down, and spread the mushroom mixture evenly over the surface.
Place the beef in the center, roll it tightly using the plastic wrap to form a log, and refrigerate for 15 minutes.
Roll out the puff pastry, wrap it around the chilled beef bundle, and trim any excess dough to maintain a thin layer.
Brush the pastry with a beaten egg and bake at 425°F for 18-20 minutes until the crust is golden and the beef reaches your desired doneness.