Pat the tenderloin dry and sprinkle with pepper and salt.
Using a large frying pan place a good amount of butter and olive oil in the pan and sear the beef briefly on all sides until golden brown. It doesn't need to be cooked completely. Take out of the pan and leave to cool down.
Cut the mushrooms finely or use a food processor to place all the mushrooms and the thyme together and briefly pulse to make smaller pieces. Not too small!
Add some olive oil in the pan and also a big piece of butter. Add the chopped mushrooms with the thyme and saute until they are cooked and golden brown.
Season the mushrooms with pepper and salt and pour the white wine in.
Let this simmer for about 10 minutes or until all the wine is absorbed and the mixture is no longer wet.
Take two large pieces of cling film and rol out the puff pastry on top.
Divide the slices of prosciutto over the puff pastry, divide half of the mushroom mixture over this and place the piece of beef on top. Spread the rest of the mushroom mixture over the beef.
Using the cling film you roll the whole thing together as tightly as possible. Make sure you seal the beef Wellington properly.
Place in the fridge for at least 30 minutes or up till 24 hours in advance to set.
Whisk your egg yolk with a tiny splash of milk, remove the foil from the beef and brush the top of the beef wellington with the egg wash.
Now place on a baking sheet lined with baking paper and bake for about 30 minutes or until the core temperature reads 45˚C (115-120 ˚F) for medium rare Bak de beef wellington nu ca. 30 minuten tot een kerntemperatuur van ca. 45 graden voor medium rare. Each oven is different so make sure to use your thermometer.
Take out of the oven and leave to rest for about 15-30 minutes before cutting.