Preheat the oven to 400°F (200°C). Season the beef tenderloin with salt and black pepper. Heat olive oil in a skillet over high heat. Sear the beef on all sides until browned (about 3-4 minutes per side). Remove from heat and let it cool.

Prepare the Mushroom Duxelles

In the same skillet, add the finely chopped mushrooms, shallots, and thyme. Cook over medium heat until the moisture has evaporated and the mixture is dry. Season with salt and pepper to taste. Let it cool.

Wrap the Beef

Roll out the puff pastry on a floured surface. Place the cooled mushroom mixture in the center of the pastry, then place the beef on top. Wrap the pastry around the beef, sealing the edges with the beaten egg.

Bake the Wellington

Place the wrapped beef on a baking sheet. Brush the top with the remaining beaten egg. Bake in the preheated oven for 25-30 minutes, or until the pastry is golden brown and the beef is medium rare (135°F/57°C). Let it rest for 10 minutes before slicing.

Serve with Sauces

Slice the Beef Wellington and serve it with bearnaise sauce or cabernet sauce on the side.