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20-30 minutes before you’d like to begin cooking, pull the beef tenderloin out of the refrigerator to come to room temperature before searing.
Similarly, if using frozen, thaw the puff pastry, if frozen. You can thaw frozen puff pastry overnight in the refrigerator or set it on the counter at room temperature 20-30 minutes before you’d like to begin cooking.
Working in batches as necessary, place the cleaned & trimmed mushrooms in a food processor & pulse, scraping down the sides as needed, until finely chopped.
Add the oil to a large skillet over medium-high heat. Use paper towel to pat the surface of the beef tenderloin as dry as possible, then season with the kosher salt & ground black pepper. Once the oil is hot & shimmering, add in the beef tenderloin. Cook 2-3 minutes per side until deeply browned. Transfer the seared beef tenderloin to a plate or cutting board & set aside to rest for 20-25 minutes before slicing into 4 individual steaks, roughly 7 ounces each.
Use paper towel to carefully wipe out the skillet used in Step 1, above, then return to the stove over medium heat, adding the butter. Once melted, add in the chopped mushrooms & shallot. Season with kosher salt & fresh thyme, stirring to combine. Cook, stirring occasionally, for 10-15 minutes, until all of the water is cooked out of the mixture. Slowly add in the wine, using a wooden spoon to scrape up any browned bits that may have formed on the bottom of the skillet. Continue to cook, stirring occasionally, for an additional 10-15 minutes more, until all of the wine is cooked out of the mixture. Remove from the heat & set aside to cool.
Gather the remaining ingredients & assemble the mini Beef Wellington:
Layer the prosciutto & mushroom duxelles: Arrange 2 pieces of prosciutto side-by-side, slightly overlapping at their edges to create one thin layer of prosciutto. Press the duxelles over top, into a thin, even layer covering the surface of the prosciutto. Since prosciutto is so delicate, it can be helpful to arrange these layers on a piece of plastic wrap (pictured above) or parchment paper to prevent it from sticking to your work surface.
generously with Dijon mustard, then place it atop the mushroom duxelles on the prepared layer of prosciutto.
Fold the sides of the prosciutto up towards the steak, then roll the steak forward as tightly as possible, completely encasing the steak in the prosciutto & duxelles. (See photos, above.) The prosciutto acts as a protective barrier between the juicy steak & mushrooms & the crispy puff pastry, so take your time to carefully ensure the entire surface of the steak & mushrooms are covered by prosciutto.
Set the prosciutto-wrapped steak in the center of a piece of puff pastry. Brush the edges of the puff pastry with egg wash to help seal the mini Beef Wellington pocket. Fold the corners of the puff pastry over the top of the beef tenderloin, tucking the sides in as you go to completely encase the steak with the puff pastry. (See photos, above.)
Steps 3.1-6 with the remaining steaks.
Place the assembled individual Beef Wellington on a sheet pan. Transfer to the freezer to chill for 25-30 minutes.
425 degrees F. Line a baking sheet with parchment paper for easy cleanup, then arrange the chilled Beef Wellington over top. Generously brush egg wash over the surface of each individual Beef Wellington, then finish with a generous sprinkling of coarse sea salt, as desired.
for 25-35 minutes, until the puff pastry is golden brown & the steak has reached your preferred doneness. The best way to measure doneness is to probe an instant-read thermometer into the side of the Beef Wellington. Look for an internal temperature of 120 degrees for rare, 130 degrees for medium-rare, 140 degrees for medium, & so on. Remove from the oven & set aside to rest for 5-10 minutes before serving – the internal temperature will continue to rise to the final temperature as the Beef Wellington rest.
the individual Beef Wellington with desired side dishes – mashed potatoes, crispy mushrooms, etc. Enjoy!