Preheat the oven to 425°. I get the puff pastry out of the refrigerator at this time also so it warms a bit and is easier to roll out later.
Season the tenderloin with salt and pepper. In a hot skillet, add the olive oil. Carefully brown all sides of the beef while keeping it in its shape. Remove to a clean plate and set aside.
Rub a thin layer of Dijon mustard over all sides of the beef.
Lay out a large sheet of plastic wrap. Lay out the prosciutto in a rectangular shape that looks like it would fit when wrapped around the tenderloin.
Spread out a layer of the duxelles, using all of it, evenly over the prosciutto.
Use the plastic wrap to lift the prosciutto and duxelles on one side to wrap up and over the tenderloin. Then lift up the opposite side using the plastic wrap to help fold it over tightly. Tuck the ends up and fold the plastic wrap up over the ends. Set in the refrigerator to chill for 30 minutes.
Roll out the puff pastry on a floured surface. I also sprinkle a little flour over the top of the puff pastry also. If your package of pastry has two smaller sheets then overlap on one side and press together. Roll to about ¼ inch thickness.
Remove the wrapped beef from the refrigerator and carefully peel off the plastic wrap. Place the prosciutto wrapped beef in the center of the rolled out pastry.
Prep an egg wash by whisking up the eggs till the whites and yolks are broken up, frothy and they are well blended.
Wrap the tenderloin like a little baby in a blanket. Use the egg wash on the ends and seams to help seal the pastry. Cut off the ends of the pastry if there is too much excess.
Prepare a large baking sheet by lightly spraying it with oil, or cover with a large sheet of parchment paper. Place the whole, pastry wrapped log onto the baking sheet, seam side down. Brush over the top and sides with the egg wash. Use a sharp, straight edged knife to score the top of the pastry.
Bake for 45 minutes. The pastry should be nice and golden. To be safe, use a meat thermometer poked through one of the vents slits into the center of the beef. It should be between 125°-130°. Remove from the oven and let it sit for 10 minutes before slicing. Slice into 1½ inch wide slices. Serve with roasted vegetables, mashed potatoes, green salad etc.