¼ teaspoon freshly cracked black pepper, plus more to taste
2 tablespoons olive oil
2 tablespoons + 1 teaspoon Dijon mustard, divided
1 pound cremini mushrooms
4 tablespoons unsalted butter, divided
2 large shallots, finely chopped, divided
2 cloves garlic, minced, divided
6 sprigs fresh thyme, divided
2 tablespoons sherry or white wine, divided
1 cup beef stock
½ teaspoon whole grain mustard (or additional Dijon)
2 tablespoons heavy cream
¼ pound thinly sliced prosciutto
½ (17.3-ounce) package frozen puff pastry sheets, thawed
1 large egg
Directions
Generously season tenderloin all over with salt and pepper. (Tie with butcher's twine to create an even cylinder, if needed.)
Heat oil in a large skillet over medium heat until shimmering.
Add beef to skillet and sear until browned, then rotate to sear all sides.
Transfer beef to a plate, reserving drippings in skillet. Set aside.
Let beef cool briefly, then coat all over with 2 tablespoons Dijon mustard. Refrigerate for 30 minutes.
In the meantime, prepare the duxelles: In a food processor, pulse the mushrooms until finely chopped.
Melt 3 tablespoons butter in a large skillet over medium heat.
Add mushrooms and cook, stirring occasionally, until browned and liquid has evaporated.
Add ½ teaspoon salt, ¼ teaspoon pepper, half of the finely chopped shallots, half of the minced garlic, and the leaves of 4 of the thyme sprigs; cook, stirring occasionally, for an additional 3-4 minutes until tender.
Add 1 tablespoon sherry and cook, stirring, until liquid has evaporated.
Transfer mushroom mixture to a small sheet pan or plate and refrigerate until cool.
In the meantime, prepare the sauce: Heat the beef drippings in skillet over medium heat.
Add remaining shallots and garlic and cook, stirring, until tender.
Add remaining 1 tablespoon sherry and cook until mostly evaporated.
Stir in beef stock, scraping up any browned bits from the bottom of the pan.
Stir in remaining 1 teaspoon Dijon mustard, whole grain mustard, remaining 1 tablespoon butter, the leaves of remaining 2 sprigs of thyme, and heavy cream.
Simmer until slightly thickened and season with salt and pepper to taste. Remove from heat to cool, then refrigerate until ready to use.
Once duxelles have cooled, lay a large sheet of plastic wrap on a clean surface.
Lay slices of prosciutto onto plastic wrap, shingling them slightly, and keeping to the width of the beef (or slightly larger).
Spread duxelles evenly over the prosciutto.
Place tenderloin onto one short side and lift the plastic wrap to help roll up tightly with duxelles and prosciutto.
Wrap the tenderloin tightly with plastic wrap and refrigerate until ready to use (or up to a day ahead).
Preheat oven to 425 F.
Place puff pastry on a clean surface and roll to a large rectangle, at least 2-3 inches wider than the wrapped tenderloin. Lightly flour if needed to prevent sticking.
Prepare egg wash by whisking egg with a splash of water.
Roll to wrap tenderloin in puff pastry, brushing the last third of the pastry with egg wash to help it adhere.
Trim off excess pastry.
Pinch the bottom seam to secure and tuck in the sides of the puff pastry, fully encasing the tenderloin.
Line a rimmed baking sheet with parchment paper.
Transfer tenderloin to baking sheet and use the back of a small paring knife to score a design as desired.
Brush top and sides with egg wash.
Bake for approximately 40 to 50 minutes, or until the internal temperature of the beef reaches 105 to 110 F. Transfer to a cutting board to rest for 20 minutes.
Reheat the sauce to warm through.
Slice beef Wellington into portions using a serrated knife.
Serve drizzled with the mustard cream sauce and garnished with additional thyme, if desired.