Finely chop the shallots, garlic, thyme, and cremini mushrooms using a food processor until they are small and well combined. Transfer the mixture to a clean bowl and set aside.

Season the beef tenderloin generously with Dijon mustard, salt, and pepper, ensuring an even coating. Heat vegetable oil in a large skillet over medium-high heat and carefully sear the tenderloin for about 3-4 minutes on each side until it’s beautifully browned. Remove from heat and chill in the refrigerator for about 15 minutes to firm up.

In the same skillet, add unsalted butter and let it melt over medium heat. Add the chopped mushroom mixture and sauté for about 8-10 minutes until all the moisture is evaporated, and the mixture is dry. Allow it to cool completely before proceeding to the next step.

Lay a large piece of plastic wrap on a clean surface and layer the prosciutto slices, slightly overlapping. Spread the cooled mushroom mixture evenly over the prosciutto, creating a uniform layer. Place the chilled beef tenderloin in the center and use the plastic wrap to roll tightly into a log shape. Refrigerate for another 15 minutes to help maintain its shape.

Preheat your oven to 400°F (200°C) and flour a clean surface for rolling out the puff pastry. Unwrap the beef roll and place it in the center of the pastry sheet. Fold the pastry over, sealing the edges with a brush of beaten egg. Sprinkle a little salt on top for flavor and make a few slits for steam to escape.

Transfer the wrapped Beef Wellington to a lined baking sheet and place it in the preheated oven. Bake for about 25-30 minutes, or until the pastry is golden brown and puffed, and the internal temperature of the beef reaches between 140-150°F for medium-rare.

Once baked, remove the Beef Wellington from the oven and let it rest for about 10 minutes on a cutting board. This allows the juices to redistribute, ensuring every slice is tender and juicy. Slice into 1-inch pieces and serve warm.