Place the frozen puff pastry sheet on a parchment-lined sheet pan and cover tightly with plastic wrap. Allow it to defrost at room temperature until pliable but still cool, about 30 to 40 minutes. If not using immediately, keep it refrigerated, covered in plastic wrap until needed.

Finely chop or pulse the brown mushrooms in a food processor until they resemble coarse breadcrumbs. Heat 1 teaspoon olive oil in a medium pan over medium heat. Add the chopped mushrooms and sauté until softened and most of the moisture evaporates, about 5 minutes. Season with 1/4 teaspoon kosher salt and 1/8 teaspoon black pepper. Transfer the filling to a bowl and refrigerate to cool completely.

Trim excess fat or silverskin from the beef tenderloin steaks as needed. Tie with butcher's twine if you want a rounder shape. Pat them dry then generously season both sides with kosher salt and black pepper. Heat a large skillet over medium-high heat and add 2 tablespoons olive oil. When oil just begins to smoke, add the steaks and sear 2 minutes per side, plus quickly sear the edges. Remove from the pan and let cool on a clean plate. Save pan drippings for the mushroom sauce. If used, remove the twine. While steaks are still warm, brush the surface all over with Dijon mustard.

Lay out a large piece of plastic wrap on a cutting board. Arrange 3–4 slices of prosciutto in a slightly overlapping row to fit each steak. Spread half of the mushroom filling (from Step 2) over the prosciutto, leaving a half-inch border. Place a seared filet (from Step 3) in the center, then use the plastic wrap to roll the prosciutto and mushrooms around the beef, encasing it tightly. Twist the ends of the plastic wrap to secure. Repeat with the remaining steak. Refrigerate the wrapped fillets for 5 minutes to help set their shape.

Roll the defrosted puff pastry (from Step 1) on a lightly floured surface into an 11-by-11 inch square. Cut it in half to make two sheets. Place each prosciutto-wrapped steak (from Step 4) in the center of a pastry sheet. Brush edges with water, then fold the pastry over to enclose the steaks, sealing tightly. Fold in the short edges. Wrap tightly in plastic wrap and refrigerate for 5 minutes to allow the pastry to firm up.

Preheat your oven to 400°F (204ºC) and line a sheet pan with parchment paper. In a small bowl, whisk the egg yolk and milk to make an egg wash. Remove the pastry-wrapped steaks (from Step 5) from the fridge and unwrap the plastic. Place seam side down on the prepared pan. Brush tops and sides with egg wash, and if you like, use the back of a knife to gently score a decorative pattern. Sprinkle lightly with kosher salt. Bake for 20–30 minutes, until the pastry is golden brown and the meat reaches 125°F for medium-rare or 130–135°F for medium. Let rest at least 10 minutes before slicing. I always let the beef Wellington rest before slicing so the juices can redistribute and keep the pastry crisp.

Return the reserved steak pan drippings to medium heat, or use a clean pan with 2 tablespoons olive oil. Pour in the red wine, scraping up browned bits, and let cook for 1–2 minutes until reduced by half. Add diced shallots and stir until softened and the wine's alcohol has evaporated. Stir in the flour, cooking for 1 minute. Slowly add 1 cup beef stock, whisking constantly. Simmer for 2 minutes until thickened. Add sliced mushrooms and simmer until tender, about 5 minutes. Thin with up to 1/2 cup additional stock if needed. Season to taste with kosher salt and black pepper. Keep warm until serving. For an extra depth of flavor, I like to finish the sauce with a pinch more salt and a sprinkle of freshly ground black pepper just before serving.

After the beef wellingtons have rested, slice into medallions or serve each whole. Plate with mushroom sauce spooned on the side or drizzled on top. Enjoy your beautiful beef Wellington—the perfect centerpiece meal!