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Step 1
Clean mushrooms if necessary using a paper towel, towel or brush. Finely chop the mushrooms, garlic and shallots with a chef knife or add to a food processor and pulse until finely chopped. Do not let food processor run continuously.
Step 2
Heat a saute pan over medium heat. Add butter. Saute shallots until translucent. Add mushrooms and cook until most of the liquid has evaporated and mushrooms are caramelized. Keep a close eye on the mushrooms and don't allow them to burn. Throughout the process as the mushrooms caramelize, gradually add the sherry. Allow the liquid to evaporate. The mushrooms should appear dry. Mix in the fresh thyme leaves and set aside to cool. When cooled to room temperature, place in bowl and refrigerate.
Step 3
Using butcher's twine, tie the tenderloin in multiple areas to create a more even cylindrical shape. This will allow for a more even cook.
Step 4
Pat the surface of the meat dry with a paper towel if wet. Lightly coat entire surface with oil. Lightly salt the beef. (Note: there is salt in the prosciutto so you don't want to be excessive when salting the meat.)
Step 5
Preheat large skillet to medium-high heat.
Step 6
Quickly sear all sides of the beef including the ends. NOTE: You are only searing the meat not cooking it at this point.
Step 7
Remove beef from skillet. Cool to room temperature. When cool, place beef in refrigerator covered with plastic wrap to chill.
Step 8
Lay out multiple overlapping pieces of plastic wrap approximately 2 feet long on your countertop. Lay down approximately 14 overlapping pieces of prosciutto being careful not to rip the slices. You want the prosciutto to be able to wrap entirely around the Wellington as well as extend at least 3 inches beyond each end.
Step 9
Remove the duxelles from refrigerator and lay down an even rectangle of duxelles that is wide enough to extend an inch or so beyond the ends of the tenderloin. In addition, you want the duxelles layer long enough to wrap entirely around the meat. An offset spatula or a spatula with a little bit of cooking spray on it helps to push it down evenly.
Step 10
Remove the beef tenderloin from the refrigerator and coat in dijon mustard. Place tenderloin in center of duxelles. Use the plastic wrap to gently lift the prosciutto up and over the beef tenderloin. You want to wrap it as tight as possible in the plastic wrap to form an even log shape. Twist the ends of the plastic and secure. Place in the refrigerator to chill. This may be done a day ahead of time (preferred).
Step 11
Lightly flour your countertop with white flour. Unwrap your chilled dough. If it is too rigid, allow pastry to warm up slightly until it is pliable. Chances are, your puff pastry even when rolled out might not be long enough to fully envelop the entire tenderloin. If this might be the case, gently press together the edges of 2 pieces of puff pastry until one solid piece is formed. Use a rolling pin to gently roll out the pastry until it is approximately 1/3rd inch thick.
Step 12
Either working on a silicone mat, or on overlapping plastic wrap, place the tenderloin onto the rolled out pastry dough. Roll up the tenderloin in the puff pastry lengthwise first. At the seam where the dough meets to seal up, brush one side of the dough at the seam with some of the egg wash. Press the dough together completely to form a tight seal and fold under if excess dough. This seam will go on the bottom of the pan and the smooth area face up. At the ends, as if wrapping a package, tuck the dough underneath the Wellington and press down after brushing with just a little egg wash on one side of the pastry dough. If there is not enough pastry to tuck it under then end, then pinch the dough together to completely seal in the beef.
Step 13
If not doing a lattice top, brush the top of the Wellington with egg wash and it is ready to bake. Sprinkle dough with a bit of kosher salt after brushing with egg wash. You may use leftover scraps of pastry to make a pretty design on top
Step 14
If adding a decorative lattice top, wait to add the egg wash to the base pastry until just before you put the lattice top on. Using another rolled piece of cold puff pastry, on a lightly floured surface, carefully roll a lattice roller lengthwise over the dough using moderate pressure to cut through it thoroughly. Try to gently pull the lattice apart. If it is not cut all the way through, follow the lines gently with a paring knife to separate it.
Step 15
When your lattice is ready, brush egg wash on the base pastry then gently lift the lattice onto the surface of the Wellington. Tuck the pastry down around the ends to secure. After it is placed where you would like it, brush the lattice with egg wash as well.
Step 16
Preheat oven to 425°F. Set up a rack about 1/3 up from the bottom of the oven (this will ensure the bottom of the wellington browns nicely).
Step 17
Lightly spray a small sheet pan with baking spray and place prepared Wellington on pan.
Step 18
Bake until Wellington reads 105-110°F with a cooking alarm thermometer that you leave in the beef while cooking or when it registers 105-110°F with an instant read thermometer.
Step 19
Remove Wellington from oven and rest uncovered for at minimum 20 minutes. NOTE: temperature of the meat will continue to rise for at least 20 minutes afterwards. The finished temperature should finish at 130-135°F depending on the diameter of the Wellington you are cooking.
Step 20
Slice the Beef Wellington into at least 1 inch slices and serve immediately.