Trim any excess fat from the beef tenderloin and tie it with kitchen twine to maintain its shape. Generously season the beef with kosher salt and freshly ground black pepper. Allow it to sit at room temperature for 30 minutes to help enhance the flavors before you sear it.

In a large skillet, heat 2 tablespoons of olive oil over medium-high heat until shimmering. Sear the beef tenderloin on all sides for about 8 minutes, until nicely browned and caramelized. This step locks in the juices and flavors, so give it the attention it deserves before removing it from the heat.

Using a food processor, finely chop half of the assorted mushrooms along with shallots, garlic, and fresh thyme until they resemble a coarse paste. Melt 2 tablespoons of salted butter in the same skillet, then add the mushroom mixture. Cook it over medium heat for about 15 minutes until most of the moisture has evaporated, leaving a rich, flavorful duxelles.

Lay out the prosciutto slices on a piece of plastic wrap, slightly overlapping them. Spread the cooled duxelles evenly over the prosciutto, then place the seared beef on top. Using the plastic wrap, roll the prosciutto tightly around the beef, ensuring it's completely encased. Chill the wrapped beef in the refrigerator for about 15 minutes to set the shape.

Lightly flour your work surface and roll out the puff pastry into a rectangle large enough to completely envelope the beef roll. Remove the beef from the plastic wrap and place it in the center of the pastry. Fold the pastry over the beef, sealing the edges firmly and trimming any excess. Brush the entire pastry with a beaten egg for a shiny finish.

Preheat your oven to 425°F (218°C). Carefully transfer the wrapped beef onto a baking sheet lined with parchment paper. Bake for 40-45 minutes, or until the pastry turns golden brown and the internal temperature of the beef reads 120-125°F for medium-rare. Keep an eye on the pastry to avoid over-browning.

Once baked, remove the Perfect Beef Wellington from the oven and allow it to rest for 10 minutes. This will let the juices redistribute. Slice it carefully with a sharp knife and garnish with freshly chopped chives for a touch of color before presenting it at the table.