Preheat your oven to 400°F (200°C). Season the beef tenderloin generously with salt and pepper on all sides.

Heat olive oil in a large skillet over medium-high heat. Sear the beef tenderloin until browned on all sides, about 2-3 minutes per side. Remove from heat and let cool completely.

In the same skillet, sauté the finely chopped mushrooms over medium heat until all liquid has evaporated and the mixture is dry, about 8-10 minutes. Season with salt and pepper, then let cool completely.

Once the beef is cool, spread Dijon mustard evenly over all surfaces of the tenderloin.

Lay out plastic wrap on a work surface and arrange prosciutto slices in an overlapping layer large enough to wrap the beef. Spread the cooled mushroom mixture over the prosciutto.

Place the mustard-coated beef at one end of the prosciutto and tightly roll it up using the plastic wrap to help. Twist the ends to seal and refrigerate for 30 minutes.

Roll out the puff pastry on a lightly floured surface to accommodate the beef. Remove plastic wrap from beef and place it seam-side down on the pastry.

Wrap the pastry around the beef, sealing the seam with beaten egg. Place seam-side down on a parchment-lined baking sheet.

Brush the entire pastry surface with beaten egg and score decorative lines on top if desired.

Bake for 25-30 minutes until the pastry is golden brown and the internal temperature reaches 120-125°F for medium-rare.

Let rest for 10 minutes before slicing with a sharp knife. Serve immediately.