Finely mince the mushrooms, shallot, and garlic, then sauté in a dry pan over medium heat until all moisture has evaporated and the mixture forms a thick paste.
Season the beef tenderloin with sea salt and black pepper on all sides.
Heat avocado oil in a heavy skillet over high heat and sear the beef for 60 seconds per side until a brown crust forms, then remove from heat.
Brush the warm beef immediately with Dijon mustard and set aside to cool completely.
Lay a sheet of plastic wrap on a clean surface, overlap the prosciutto slices, and spread the mushroom duxelles evenly over the prosciutto.
Place the beef in the center and roll it tightly into a log using the plastic wrap, then chill in the refrigerator for 20 minutes to firm up.
Roll out the puff pastry on a lightly floured surface, unwrap the beef log and place it in the center, then wrap the pastry around the beef and seal the edges with whisked egg wash.
Place the Wellington on a parchment-lined tray, brush the top with more egg wash, and bake at 425°F for 15-20 minutes until the pastry is golden brown and the internal temperature reaches 125°F.
Allow the roast to rest for 10 minutes before slicing into thick rounds to ensure the juices stay within the meat.