Prep The Beef Tenderloin: Preheat the oven to 400°F. Move the oven racks, so that you can place the Beef Wellington in the lowest position. Set out a large rimmed baking sheet and line it with parchment paper.
Set a large cast-iron skillet (or sauté pan) on the stovetop, over medium heat. Generously sprinkle the beef tenderloin with salt and pepper on all sides.
Add the butter to the hot skillet, then sear the beef tenderloin for 3 minutes per side rotating to all four sides, 12 minutes total. Remove the beef tenderloin from heat.
For the Mushroom Duxelles: Set out a large food processor. Add the mushrooms, peeled shallots, thyme leaves, garlic, and sherry to the food processor. Lock the lid into place and purée into a fine paste.
Add the mushroom purée to the skillet. Stir and sauté the mushroom mixture into a fine smooth paté, about 10 minutes. Remove from heat and let it cool.
Once the beef tenderloin has cooled, brush the entire surface with Dijon mustard.
Wrapping: Lay out a large sheet of plastic wrap. On the plastic wrap, arrange overlapping layers of prosciutto that are long enough and wide enough to fully enclose the beef tenderloin in a prosciutto sheet.
Next, spread the mushroom paté over the surface of the prosciutto. Carefully place the Dijon-coated beef tenderloin in the center of the prosciutto sheet. Wrap the prosciutto around the beef tenderloin, using the plastic wrap to pull it tight. Then tuck in the ends under. (It’s OK if some of the mushroom pate squeezes out.)
On the parchment paper lined baking sheet lay out one large sheet (or two small overlapping sheets) of puff pastry. Roll out the puff pastry into a rectangle large enough to wrap completely around the beef tenderloin and tuck in the edges. This will most likely be 13 x 18 inches, the size of the baking sheet.
Brush beaten egg over the surface of the puff pastry.
Carefully unwrap the plastic from the beef tenderloin, and discard it. Place the prosciutto-wrapped tenderloin in the center of the puff pastry sheet. Wrap the long edges of the puff pastry over the top of the tenderloin, like you are wrapping a present. Flip the Beef Wellington over onto the seam. Then fold and tuck the loose ends underneath the tenderloin to seal.
Brush the remaining egg over the entire surface of the wrapped beef tenderloin. Use a small paring knife to cut scored vents in the surface of the puff pastry. (You can make a pretty pattern if you like.)
Insert an oven-safe meat thermometer into the center most part of the beef tenderloin. Set the internal temperature of the oven thermometer to 125°F.
Bake for 35 to 45 minutes, only until the internal temperature reaches 125°F.
Remove the Beef Wellington from the oven and allow it to rest at least 10 minutes before slicing and serving.
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Notes
This recipe has you wrap mushroom pate and prosciutto around the short edges of the tenderloin before wrapping it in puff pastry. This means that the end slices will be mostly pastry and mushrooms. This helps protect the end pieces, so they do not get overcooked. However, make sure to cut the end slices slightly thicker than the center sections so they still include beef tenderloin.Our recipe includes a hearty layer of mushroom pate, thicker than some recipes. Although this may seem like overkill, it’s nice to have a bit of mushroom pate with every single bite of beef tenderloin. That way no additional sauce or topping is needed for serving.While best to enjoy freshly prepared, you technically can save leftovers. Cool, and transfer the slices to an airtight container. Keep beef Wellington in the fridge for up to 3 days.You can freeze the Wellington, also. Wrap tightly in a layer of plastic wrap, then in a layer of aluminum foil, and place in a plastic ziplock bag. Store in the freezer for up to 3 months.