If the tenderloin is uneven, tuck the smaller or narrow end of the tenderloin under itself. You want the tenderloin to be even in thickness, so it bakes evenly.
Using kitchen twine, tie the tenderloin into a log, about 6 places. So, it keeps its shape, while searing. Then generously season the beef tenderloin with salt and pepper on all sides.
Heat oil over high heat in a large oven-safe skillet. Once the oil is hot, place the tenderloin in the pan. Turn the heat down to medium-high and cook for 2 minutes per side or until well-seared. Transfer to a plate, and let it cool slightly. Remove any twine from the beef.
Brush the seared tenderloin with Dijon mustard all over it (although this is optional).
Layout a long plastic wrap on the board or work surface. It should be about 15x15 inches.
Carefully place the prosciutto slices on top of the plastic wrap arranging them in an even layer and overlapping the pieces slightly, it should be large enough to cover the entire tenderloin.
Using a spatula spread mushroom mixture evenly on top of the prosciutto.
Using the plastic wrap, roll the tenderloin up and roll up the sides, if necessary, to completely enclose the beef, so everything stays together and the beef tenderloin retains a rectangular shape. Place in the fridge for 30 minutes to keep its shape.
Preheat oven to 425 degrees F.
Flour the board or clean surface. Then roll out your puff pastry into a rectangle shape. Measure and ensure that the pastry is long enough to go all the way around your beef. You may have to seal two sheets together to make it longer, especially if using frozen puff pastry.
Remove the beef from the fridge and carefully cut out the plastic cling off the beef. Transfer the beef to the middle of the puff pastry.
Slowly wrap the beef in the puff pastry, cut off any extra pastry ends. Reserve for decorations, if desired.
Cut decorative leaves with pastry. Arrange in a decorative way on the wrapped beef tenderloin. Let it chill for about 10-15 minutes.
Brush the top and sides of the pastry with egg wash then slit the top of the wrapped beef with a knife to create vents for the steam to be released. Place on a baking sheet.
Bake for about 30 to 40 minutes until the pastry is golden brown, if beef is browning too fast tent with a foil. Cooking times would vary, depending on beef thickness and preference. It is best to use an instant-read thermometer - you want to aim for 125-130°F degrees for medium-rare.
When the beef has reached its desired doneness, remove from the oven and let it rest for 10-15 minutes before slicing. If you leave it out for too long without slicing, it might result in a soggy mess. Enjoy!