Prepare the Beef: Season beef tenderloin with salt and pepper. Heat olive oil in a skillet over high heat. Sear beef on all sides until browned (about 2–3 minutes per side). Remove and let cool slightly. Brush beef with Dijon mustard and set aside.

Prepare Mushroom Duxelles: In a skillet, melt butter over medium heat. Add shallots and garlic; sauté until translucent. Add finely chopped mushrooms and thyme. Cook until moisture evaporates, about 8–10 minutes. Deglaze with wine if using. Season with salt and pepper. Let cool completely.

Assemble the Wellington: Lay a sheet of plastic wrap. Arrange prosciutto slices in a slightly overlapping layer. Spread cooled duxelles over prosciutto. Place beef on top and carefully roll prosciutto around beef using plastic wrap. Twist ends to secure. Chill for 15–20 minutes. Roll out puff pastry on a floured surface to fit the beef. Remove plastic wrap from beef and place on pastry. Fold pastry over beef, sealing edges and trimming excess. Brush pastry with beaten egg. Use a knife to make small slits on top for steam to escape.

Bake: Preheat oven to 425°F (220°C). Place Wellington on a parchment-lined baking sheet. Bake for 35–45 minutes, until pastry is golden brown and internal temperature of beef is 125–130°F for medium-rare. Let rest for 10–15 minutes before slicing.

Serve: Slice into 1–1.5 inch portions. Serve with red wine reduction or Madeira sauce and roasted vegetables.