01 - Season the beef tenderloin generously with salt and black pepper. Heat olive oil in a heavy skillet over high heat. Sear the beef on all sides until evenly browned, about 2 to 3 minutes per side. Remove from heat and allow to cool completely. Optionally, brush the cooled beef with Dijon mustard for extra flavor.
02 - In a large skillet, melt unsalted butter over medium heat. Add finely diced shallots and minced garlic; sauté for 2 minutes until fragrant. Add chopped mushrooms and fresh thyme leaves. Cook, stirring frequently, until all moisture has evaporated and mixture becomes a thick paste, approximately 10 to 15 minutes. Season with salt and black pepper to taste. Transfer to a plate and let cool.
03 - Lay a large sheet of plastic wrap on the work surface. Arrange the prosciutto slices in a slightly overlapping rectangle large enough to wrap the beef. Spread the cooled mushroom duxelles evenly over the prosciutto.
04 - Place the cooled beef in the center of the mushroom-covered prosciutto. Using the plastic wrap, tightly roll the prosciutto and mushrooms around the beef to form a secure log. Twist the ends of the plastic wrap to seal and refrigerate for a minimum of 30 minutes.
05 - Lightly flour the work surface and roll out the puff pastry into a rectangle large enough to encase the beef log. Remove the beef from the plastic wrap and position it in the center of the pastry.
06 - Whisk together the egg yolk and milk to create an egg wash. Brush the edges of the pastry with egg wash. Fold the pastry tightly around the beef, trimming any excess dough. Pinch to seal the edges and place the seam side down on a parchment-lined baking sheet. Brush the top of the pastry with additional egg wash. Optionally, decorate the surface with pastry scraps.
07 - Refrigerate the assembled Wellington for 15 minutes. Preheat the oven to 425°F.
08 - Bake for 40 to 45 minutes, or until the puff pastry is golden brown and an internal meat thermometer registers 122°F for medium-rare. Allow to rest for 10 minutes before slicing and serving.