Prepare the mushroom mixture by pulsing shallots, garlic, thyme, and ½ pound of cremini mushrooms in a food processor until finely chopped. Set aside.
Chop the remaining mushrooms coarsely for texture.
Trim and season the beef tenderloin with salt and pepper. Tie with kitchen twine for shape.
In a frying pan, heat oil and sear the tenderloin on all sides until browned. Remove and chill.
In the same pan, melt butter and cook the mushroom mixture until fully dried, about 8-10 minutes. Chill.
Assemble the Wellington by layering prosciutto on plastic wrap, spreading the mushroom mixture, and placing the beef on top. Roll tightly and refrigerate.
Preheat the oven to 425°F (220°C). Roll out the puff pastry on a floured surface.
Wrap the beef with pastry, sealing edges tightly, and trim excess dough.
Brush with egg wash and bake for 40-50 minutes until golden brown and cooked to desired doneness.
Let rest for 10-15 minutes before slicing to serve.
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Notes
Serve with mashed potatoes or roasted vegetables for a complete meal.