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Step 1
Wrap the tenderloin pieces with butcher’s twine in 1-inch sections. This will help the meat to keep its shape during the cooking process. Season each tenderloin with salt and pepper and set aside while you prepare the duxelles.
Step 2
In the bowl of a food processor, pulse the mushrooms, shallots, and garlic until very fine. (This may need to be done in two batches.) Meanwhile, heat the butter in a large skillet over medium heat.
Step 3
Add the mushroom mixture to the skillet and season with salt and pepper. Stir to coat and cook, stirring occasionally, for ten minutes. During this time the mushrooms will release all of their moisture. This is ok! The liquid will evaporate and the mushrooms will then brown.
Step 4
Remove from heat and stir in fresh thyme. Set duxelles aside.
Step 5
Set a cast iron pan over high heat. Add 2 TBSP of grapeseed oil to the pan and when the oil begins shimmering, add the tenderloin. Sear on each side for 1 minute. Remove from pan and set on a plate to rest.
Step 6
To make the prosciutto layer place 6 pieces of prosciutto slightly overlapping over one another on a large piece of plastic wrap. They should form a rectangle that is slightly longer and twice is tall as the tenderloin.
Step 7
Spread half of the duxelles over the prosciutto rectangle. Brush the tops of the tenderloin with Dijon mustard.
Step 8
Place one of the tenderloin pieces, mustard side down, on the bottom of the prosciutto and duxelles rectangle. Brush with more Dijon mustard.
Step 9
Using the plastic wrap to help, wrap the prosciutto tightly around the venison tenderloin. Seal each end by twisting them shut.
Step 10
Repeat the process with the second tenderloin, creating another layer of prosciutto and using the second half of the duxelles. You will now have two pieces of wrapped venison tenderloin. Chill for at least 25 minutes, or overnight.
Step 11
Preheat the oven to 425 degrees. Line a baking sheet with parchment paper and set aside.
Step 12
On a lightly floured surface, roll out one of the puff pastry sheets just a tad.
Step 13
Rotate the pastry so it has a corner pointing toward you, like a diamond. Place a wrapped tenderloin in the center of the puff pastry. Fold the corner facing you up and over the tenderloin and brush with egg wash. Fold in each end corner and brush with more egg wash. Fold over the top and press down the seams with the back of a spoon or fork before brushing with egg wash. Repeat the process with the second wrapped tenderloin and the second sheet of puff pastry. Slice slits into the top of the pastry with a sharp knife.
Step 14
Bake deer Wellington in preheated oven for 25 minutes, or until an instant read thermometer inserted into the center of the venison registers 130 degrees.
Step 15
Remove from oven and allow Wellington to rest for 10 – 15 minutes before slicing and serving.