01 - Generously season the beef tenderloin with salt and pepper. Heat olive oil in a heavy skillet over high heat. Sear the beef on all sides until browned, about 2 to 3 minutes per side. Remove from heat and allow to cool completely. Optionally brush with Dijon mustard for added flavor.
02 - In a large skillet, melt unsalted butter over medium heat. Sauté diced shallots and minced garlic for 2 minutes. Add finely chopped mushrooms and thyme leaves. Cook, stirring frequently, until all moisture evaporates and mixture becomes paste-like, about 10 to 15 minutes. Season with salt and pepper, then transfer to a plate to cool.
03 - Place a large sheet of plastic wrap on the work surface. Arrange prosciutto slices in a slightly overlapping layer to form a rectangle large enough to wrap the beef. Spread the cooled mushroom duxelles evenly over the prosciutto.
04 - Position the cooled beef on top of the mushroom-covered prosciutto. Use the plastic wrap to roll the prosciutto and mushrooms tightly around the beef, forming a compact log. Twist the wrap ends to seal and refrigerate for at least 30 minutes.
05 - Lightly flour a work surface and roll the puff pastry into a rectangle large enough to encase the wrapped beef. Remove beef from plastic wrap and place in the center of the pastry.
06 - Beat the egg yolk with milk to create an egg wash. Brush pastry edges with egg wash, then fold pastry tightly over the beef, trimming any excess. Seal edges by pinching and place seam-side down on a parchment-lined baking sheet. Brush the top with additional egg wash and optionally decorate with pastry scraps.
07 - Refrigerate the assembled Wellington for 15 minutes. Preheat the oven to 425°F.
08 - Bake for 40 to 45 minutes until the pastry is golden brown and internal temperature reaches 122°F for medium-rare. Let rest for 10 minutes before slicing.