2 sheets puff pastry, thawed and cut into 7-inch squares
4 slices prosciutto
2 tablespoons Dijon mustard, or to taste
1 egg, beaten
For the beef: Season the beef with oil, salt and pepper. Heat oil in a cast-iron pan over high heat. Sear all sides of the beef. Remove from pan.
For the mushrooms: In the same pan, melt the butter over medium-low heat. Add the chopped shallot and minced garlic cloves; cook until fragrant. Add mushrooms, fresh thyme, salt and pepper; cook until all the moisture has evaporated. Add the dry sherry and continue to cook until the sherry has evaporated. Remove from heat and set aside to cool to room temperature.
To assemble: Preheat the oven to 425 degrees.
Lay out a puff pastry square. Center a piece of prosciutto on the puff pastry, and top with a thin layer of the mushrooms. Place a seared cube of beef in the center and dollop with some mustard. Wrap the prosciutto around the beef.
Cut off excess puff pastry. Fold one edge of the pastry up and over the beef, press down, brush with egg wash, then fold the next side up and over. Repeat until all the sides are pressed together like a package. Repeat with the remaining pieces of beef.
Place the Wellingtons seam side down on a parchment-lined baking sheet. Brush with egg wash. Using the back of a knife, score a pattern onto the puff pastry, and sprinkle with some coarse salt.
Bake the Wellingtons for 20 minutes or until golden and puffy.
Let rest for 5 minutes. Serve with your favorite roasted vegetables. Enjoy!