Finely chop about 8 ounces of mushrooms, sauté with 2 finely chopped shallots and a teaspoon of fresh thyme in a tablespoon of olive oil over medium heat for 10-15 minutes until dry and caramelized. Cool completely.

Season a 2-pound beef tenderloin with salt and pepper. Heat a skillet over high heat, add a tablespoon of olive oil, and sear the beef for 2-3 minutes per side until browned. Let it rest for 10 minutes.

Lay out 6-8 slices of prosciutto on cling film, spread mushroom duxelles on top, place seared tenderloin in center, wrap tightly, and chill for 15-20 minutes.

Preheat oven to 400°F (200°C). Roll out a thawed puff pastry into a rectangle. Unwrap the beef and place it in the center of the pastry. Fold over and seal edges, brush with beaten egg.

Transfer the assembled Wellington onto a lined baking sheet. Bake for 25-30 minutes or until pastry is golden brown. Check internal temperature of beef, aiming for 125°F (52°C) for medium-rare.

Let the Beef Wellington rest for 10-15 minutes before slicing to ensure juices redistribute for tender slices. Serve immediately.