Sear the beef: Pat tenderloin dry, season with salt and pepper. Heat olive oil in a skillet and sear beef on all sides until browned (2–3 minutes per side). Remove, brush with Dijon mustard, and let cool.
Make mushroom duxelles: In the same skillet, melt butter. Add mushrooms, shallots, garlic, thyme, salt, and pepper. Cook until mixture is dry and caramelized (10–12 minutes). Cool completely.
Assemble: On a sheet of plastic wrap, lay out prosciutto slices (if using), then spread mushroom mixture evenly on top. Place beef in center and roll tightly using the wrap. Chill 30 minutes.
Wrap in pastry: Roll puff pastry into a rectangle. Remove beef from wrap and place in center. Fold pastry over and seal edges. Place seam-side down on a baking sheet. Score top with knife for design, brush with egg wash.
Bake: Bake at 400°F (200°C) for 40–45 minutes, until pastry is golden brown and beef reaches 125°F (medium-rare).
Rest & serve: Let rest 10 minutes before slicing. Serve with sauce or roasted vegetables.