Step 1

Defrost the Puff Pastry - Defrost 1 sheet of puff pastry at room temperature. Place on a sheet pan lined with parchment paper and tightly cover it with plastic wrap until pliable yet cool, 30 to 40 minutes. Refrigerate covered with plastic wrap if defrosted and not used immediately.

Step 2

Preheat the Oven - Set the oven rack to the middle position. Preheat to 400°F (204ºC). Begin making the mushroom filling.

Step 3

Mushroom Filling - Add mushrooms to a food processor and pulse until the texture is similar to coarse breadcrumbs. It should not become a paste. Alternatively, chop with a chef’s knife as finely as possible.Heat a medium-sized pan over medium heat, and add olive oil. Add chopped mushrooms, then sauté until soft and most moisture evaporates, about 5 minutes. Season with ¼ teaspoon of salt and ⅛ teaspoon of pepper. Transfer to a bowl and refrigerate until completely cooled.

Step 4

Prepare the Steaks - Trim any excess fat or silverskin from the meat. If needed, the steaks can be reformed into rounds by tying them together with butcher's twine to hold the shape as it cooks in the pan. Pat dry with a paper towel and season each side generously with salt and black pepper.

Step 5

Sear the Surface - Heat a large skillet over medium-high heat. Once hot, add two tablespoons of olive oil. The pan should be really hot before adding the steaks. When the oil just begins to smoke, add them to the pan, press down, and brown for 2 minutes on each side. Quickly sear the raw edges so the red turns brown. Remove the steaks from the pan and place them on a clean plate to cool. Turn off the heat and save the pan with the drippings for the mushrooms sauce. Cut off the butcher's twine if using. Brush Dijon mustard all over each filet while still warm. Set aside.

Step 6

Wrap with Prosciutto - On a cutting board, place a large piece of plastic wrap. Lay down 3 to 4 slices of prosciutto, enough to completely cover the beef. Slightly overlap each piece about ¼" to create a row. Spread half of the mushroom filling over the prosciutto, leaving about a ½" border along the sides. The layered prosciutto slices should resemble the shape of a rectangle.Place the seared filet in the center of the prosciutto and mushroom layer. If the beef is more rectangular, lay it so the longer end lines up with the longer sides of the prosciutto layer. Use the plastic wrap to draw the prosciutto around the fillet, covering all sides. Roll up and twist the ends of the film to tighten. Repeat the process with the remaining filet. Refrigerate the fillets for 5 minutes.

Step 7

Wrap with Puff Pastry - Roll the defrosted pastry sheet into an 11-inch by 11-inch square. Lightly dust the surface with flour if it sticks to the rolling pin. Cut the pastry in half into two 5 ½-inch by 11-inch rectangles.Place the prosciutto-wrapped beef fillets in the center of each pastry sheet. Line up the meat's long side with the pastry's long side. Lightly brush the edges with water. Starting at the longer sides, bring opposite corners of the pastry over, gently stretching the dough if needed. Press the seams to seal tightly. Fold the shorter sides up to enclose the other portions. If they do not reach the center, just press the sides to seal the pastry. Repeat wrapping with the remaining filet. Use plastic wrap to tightly seal each pastry-wrapped filet and refrigerate for about 5 minutes to allow the pastry to firm up again.

Step 8

Brush with Eggwash - In a small bowl, whisk together the egg yolk and milk. Line a sheet pan with parchment paper. Remove the wellingtons from the refrigerator, remove the plastic wrap, and lay the filets seam-side down on the baking sheet. Brush the top and sides of each with the egg wash. If desired, use the back of a knife or pizza cutter to create long diagonal, cross-hatched lines on the surface. Make sure not to cut through the dough. Sprinkle the top of each pastry with kosher salt.

Step 9

Bake - Place the sheet pan in the oven and bake until the pastry is golden brown and the internal temperature reaches 125°F (52ºC) for medium-rare or 130 to 135ºF (54 to 57ºC) for medium. This will take about 20 to 30 minutes. Remove the beef wellingtons from the oven and allow them to rest on the sheet pan for at least 10 minutes before slicing.

Step 10

Mushroom Sauce - Using the pan with the steak drippings, heat over medium heat. If you did not save the pan, use a new pan and add 2 tablespoons of olive oil. Add red wine to the pan. Whisk to deglaze and dissolve the brown bits.Add chopped shallots, stirring until the wine has reduced by half and you can no longer smell the alcohol, about 1 to 2 minutes. Add 1 tablespoon of flour and whisk for 1 minute. Slowly add the beef stock by whisking in about a ¼ cup at a time until 1 cup is added. Simmer until a spoonable consistency, about 2 minutes.Add sliced mushrooms and simmer until tender, about 5 minutes. The sauce will continue to reduce and thicken during this time. If needed, whisk in additional beef stock to thin. Season with salt and pepper to taste. Keep warm on low heat until ready to serve.

Step 11

To Serve - Slice the beef wellingtons into medallions or serve whole with the mushroom sauce on the side.