Coarsely chop mushrooms and the shallots and add them in batches to a food processor along with the thyme.

Pulse until finely chopped.

In a large sauté pan, heat the butter and olive oil over medium heat. Add the mushroom shallot mixture and sauté for 8-10 minutes. Add the minced garlic in the last 2 minutes. Continue to cook until most of the liquid has evaporated.

Lightly season with Kosher salt and fresh ground pepper and set aside to cool.

Tie the beef with butchers’ twine in 3-4 places, so it holds together while searing.

Drizzle with olive oil on all sides and season with Kosher salt and fresh ground pepper.

Brown on all sides, including the ends, in a large, heavy-bottom skillet over medium-high heat, for 5 – 10 minutes. Remove from the heat and set aside to cool slightly.

Place a piece of plastic wrap on the counter. It should be at least 12 inches larger than the tenderloin roast.

Layout the prosciutto slices on the plastic wrap, shingling the slices, so it forms a rectangle that is big enough to encompass the whole roast.

Using a spatula, spread out the mushroom duxelles covering the prosciutto in a thin layer.

Remove the butcher twine from the roast and smear the Dijon mustard all over the seared roast.

Place the Dijon-covered roast in the center of the mushroom mixture. Using the plastic wrap to help roll up in the duxelles covered prosciutto. Tuck the ends of the prosciutto as you roll to completely encompass the beef. 

Twist the ends of the plastic wrap to seal it completely and hold it in a nice log shape.

Refrigerate for at least 1-3 hours to ensure it holds its shape.

Preheat your oven to 425 degrees F.

On a lightly floured surface, roll out the puff pastry to about a ¼ inch thick. Depending upon the size of your puff pastry, you may need to overlap 2 sheets pressing the seam together.

Gently unwrap the beef log and place it in the middle of the puff pastry. Brush the edges of the pastry with the beaten eggs and fold to cover the beef. Fold the ends down to seal. You may need to trim the ends if the pastry is too large.

Place on a parchment-lined baking sheet, seam side down. Brush the pastry on all sides with the beaten egg and sprinkle the top with coarse sea salt.

Using a sharp knife, cut a couple of slits in the top of the pastry to allow the steam to escape while cooking.

Bake for 35 – 45 minutes. The pastry should be golden brown, and the beef should register 125 degrees F on an instant-read thermometer (this will give you a perfect medium-rare cook after resting).

Remove from the oven and allow to rest for 15 – 20 minutes before slicing.

Slice into 1 inch thick slices and serve.