Follow these detailed steps to create your Classic Beef Wellington successfully:

1. Prepare the Beef: Season the beef tenderloin generously with salt and pepper. Sear it in a hot skillet with olive oil for about 2-3 minutes per side until evenly browned. Remove from heat and let it cool. Brush the beef with Dijon mustard.

2. Make the Mushroom Duxelles: In the same skillet, add finely chopped mushrooms and thyme. Cook on medium heat until all moisture has evaporated, around 8-10 minutes. Season with salt and pepper, then let it cool.

3. Assemble the Prosciutto Layer: Lay the slices of prosciutto on a sheet of plastic wrap, overlapping slightly. Spread the cooled mushroom mixture over the prosciutto, then place the beef on top.

4. Wrap the Beef: Using the plastic wrap, roll the prosciutto around the beef tightly. Twist the ends and refrigerate for about 15-20 minutes.

5. Prepare the Pastry: Roll out the puff pastry on a floured surface until it’s large enough to encapsulate the beef. Remove the beef from the plastic wrap and place it in the center of the pastry.

6. Encase the Beef: Fold the pastry over the beef, sealing all edges firmly. Trim excess pastry and create decorative patterns on top if desired. Brush with the beaten egg.

7. Bake: Preheat the oven to 400°F (200°C). Place the wrapped Beef Wellington on a baking sheet lined with parchment paper. Bake for 25-30 minutes, or until the pastry is golden brown and the internal temperature of the beef reaches 130°F for medium-rare.

8. Rest Before Slicing: Once done, remove from the oven and let it rest for at least 15 minutes before slicing to allow the juices to redistribute.