Preheat your oven to 425°F and line a small baking sheet with parchment paper.
Season the beef tenderloin with sea salt and black pepper on all sides.
Heat ghee in a skillet over medium-high heat and sear the beef for 2 minutes per side until browned, then remove and let cool.
Finely mince the mushrooms and shallot, then sauté them in the same skillet with fresh thyme until all moisture has evaporated and the mixture is dry.
Lay a piece of plastic wrap on a clean surface, place the prosciutto slice down, and spread the mushroom duxelles evenly over it.
Place the seared beef in the center, roll it tightly using the plastic wrap to maintain the shape, and chill in the refrigerator for 15 minutes.
Roll out the puff pastry on a lightly floured surface, remove the plastic from the beef, and place the beef in the center of the pastry.
Fold the pastry over the beef to seal it completely, brush the top with a beaten egg wash, and bake for 18-20 minutes until the pastry is golden brown.