Cut your beef tenderloin to make a log about 1 ½ lbs. Wrap each piece of beef tightly with cling wrap to set its shape and chill overnight.

Remove the cling wrap, then quickly sear the beef fillets in a hot pan with a little olive oil for 30-60 seconds until browned all over and rare in the middle. Remove from the pan and leave to cool.

Finely chop (we used a food processor) the mushrooms and fry in a hot pan with olive oil, shallots, and thyme leaves. Add salt and pepper to taste. When the mushrooms begin to release their juices, continue to cook over a high heat for about 10 minutes until all the excess moisture has evaporated and you are left with a mushroom paste (known as a duxelle). Make sure this is dry or your pastry will be soggy. Remove the duxelle from the pan and leave to cool.

Place puff pastry on a lightly floured surface and roll each piece into a rectangle large enough to envelop one of the beef fillets. Chill in the refrigerator.

Lay a large sheet of cling film on a work surface and place slices of prosciutto in the middle, overlapping them slightly, to create a rectangle. Spread half the duxelle evenly over the prosciutto.

Season the beef fillets with salt and pepper, then place them on top of the mushroom-covered ham. Spread a thin layer of mustard. Using the cling film, roll the prosciutto over the beef, then roll and tie the cling film to get a nice, evenly thick log. Repeat this step with the other beef fillet, then chill for at least 30 minutes.

Remove the cling film from the beef, then wrap the pastry around each ham-wrapped fillet. Trim the pastry and brush all over with the egg wash (use the entire egg per log). Score the pastry lightly, then bake at 400°F for 15 minutes, then reduce to 375°F for another 10-15 min until the pastry is golden brown and cooked. Rest for 10 minutes before slicing. Enjoy!