Defrost puff pastry at room temperature for 30–40 minutes, keeping it covered with a damp cloth.

Preheat oven to 400°F (204°C).

Heat 2 tablespoons of olive oil in a skillet, add chopped brown mushrooms and sauté for 8-10 minutes until tender. Refrigerate to cool.

Trim excess fat from beef tenderloin and season with kosher salt and black pepper. Let it rest at room temperature.

Sear the beef tenderloin in the same skillet for about 2 minutes on each side until browned. Brush with Dijon mustard.

Lay prosciutto slices overlapping on plastic wrap, spread cooled mushroom filling, and add seared beef. Roll tightly and refrigerate for 5 minutes.

Roll out the defrosted puff pastry and wrap it around the beef, sealing edges tightly.

Whisk egg yolk with milk and brush over pastry. Sprinkle with kosher salt and score with a knife.

Bake on a baking sheet for 20-30 minutes until golden and beef registers at 125°F (52°C).

To make the mushroom sauce, deglaze skillet with red wine, add shallots, flour, and beef stock, simmer and stir in sautéed mushrooms.

Let Beef Wellington rest for 10 minutes before slicing. Serve with mushroom sauce.