1. Rub salt and pepper on tenderloin generously and sear all sides with a skillet until rare. Apply mustard all over the tenderloin and set aside in fridge for 30 minutes
2. Chop the mushrooms with a food processor until finely diced and cook in a pan with butter and thyme until all the water has evaporated, resembling a paste-like texture.
3. On a large sheet of saran wrap, lay down 2 rows of proscuitto and spread the mushroom on top. Place the tenderloin in the centre and tightly roll the proscuitto over the tenderloin with the saran wrap. Place in fridge for 30 minutes.
4. On a large sheet of saran wrap, unroll the sheet of puff pastry and tightly wrap the proscuitto/tenderloin and seal the sides and seam. Place in fridge for 30 minutes.
5. Brush scrambled egg yolk on top of the pastry and bake in oven for at least 30 minutes and until pastry is golden brown for medium rare finish.