Preheat the oven to 400°F (200°C).
Season the beef tenderloin with salt and pepper.
Heat olive oil in a skillet and sear the beef on all sides until browned.
Remove the beef and let it cool. Brush with Dijon mustard.
In the same skillet, add chopped mushrooms and sauté until moisture evaporates.
Lay out the prosciutto slices on plastic wrap.
Spread the mushroom mixture over the prosciutto.
Place the beef on top and roll tightly using the plastic wrap.
Chill in the refrigerator for 15 minutes.
Roll out puff pastry and wrap it around the beef.
Brush with egg wash and score the top for ventilation.
Bake for 25-30 minutes or until golden brown.
Let rest for 10 minutes before slicing.