Follow these easy steps to create your Beef Wellington:

1. Prepare the Beef: Season the beef tenderloin generously with salt and black pepper. Heat the olive oil in a skillet over high heat and sear the beef on all sides until browned. Remove from heat and let it cool.

2. Prepare the Mushroom Duxelles: In the same skillet, add the chopped mushrooms and sauté until all moisture evaporates. Season with salt, pepper, and thyme leaves. Once done, let it cool.

3. Assemble the Beef: Spread Dijon mustard evenly over the cooled beef. If using prosciutto, lay the slices on a sheet of plastic wrap, overlapping slightly. Spread the mushroom duxelles on the prosciutto, then place the beef on top.

4. Wrap It Up: Using the plastic wrap, tightly roll the prosciutto and mushroom mixture around the beef, ensuring it is well wrapped. Chill in the fridge for 30 minutes to firm up.

5. Prepare the Puff Pastry: Roll out the puff pastry on a floured surface to ensure it is large enough to encompass the beef. Unwrap the beef from the plastic, and place it in the center of the pastry.

6. Seal the Pastry: Fold the pastry over the beef, sealing the edges with a pinch, and place seam-side down on a baking sheet. Brush the surface with beaten egg.

7. Preheat the Oven: Preheat your oven to 400°F (200°C).

8. Bake: Place the Wellington in the preheated oven and bake for 30-40 minutes until golden brown and the internal temperature of the beef reaches medium-rare (about 130°F or 54°C).

9. Rest: Once baked, remove from the oven and let it rest for about 20 minutes before slicing.

10. Serving: Slice the Beef Wellington into thick pieces for presentation, revealing the beautiful layers inside.