Season the beef tenderloin with sea salt and black pepper on all sides.
Heat olive oil in a skillet over high heat and sear the beef for 1 minute per side until browned but raw in the middle; remove and brush with Dijon mustard.
Finely mince mushrooms, shallot, and garlic, then sauté in the same pan with thyme until all moisture has evaporated and the mixture is a thick paste.
Lay a piece of plastic wrap down, 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, then chill in the refrigerator for 15 minutes to set the shape.
Roll out the puff pastry sheet, unwrap the beef and place it in the center, then fold the pastry over the beef and seal the edges with a beaten egg.
Brush the exterior with more egg wash and bake at 425°F for 15-20 minutes until the pastry is golden brown and the beef reaches your desired doneness.
Let the Wellington rest for 5 minutes before slicing into thick, elegant rounds.