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1
Set a heavy pan over the highest heat until smoking. Coat the tenderloin lightly in oil and sear all surfaces — top, bottom, and both ends — turning every 30 seconds. The beef is ready when every exterior face carries a deep mahogany crust with no grey patches remaining.
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2
Remove the beef, brush every surface immediately and generously with Dijon mustard, and leave uncovered on a rack until completely cold. Do not wrap a warm fillet.
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3
Place the chopped mushrooms and shallots in a dry pan over high heat. Cook, stirring constantly, for 20 minutes or longer. The duxelles is finished only when no moisture pools in the pan, the mass has darkened to near-black, and it holds together as a firm, paste-like consistency with no audible sizzle of water remaining — this is where the dish lives or dies; any residual moisture will migrate into the pastry and destroy its base.
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4
Spread the duxelles in an even layer over overlapping slices of prosciutto laid on cling film. Place the cold, mustard-coated beef along the near edge and roll tightly, using the cling film to compress the roll into a uniform cylinder. Twist the ends of the cling film firmly and refrigerate for 1 hour. The roll is ready when it holds its cylindrical shape without support and feels cold and firm throughout.
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5
Place the cold roll on the rolled puff pastry sheet. Wrap completely, seaming beneath the roll, and trim any excess pastry. Apply a first coat of egg wash over the entire exterior. Refrigerate for 15 minutes, then place the Wellington — still cold — directly into an oven preheated to 220 °C. The pastry must be cold to the touch at the moment it enters the oven.
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6
After 15 minutes of baking, apply a second coat of egg wash. Continue baking until the pastry is a deep, even mahogany and a probe thermometer inserted at the centre of the beef reads 52 °C. Remove immediately; do not rely on pastry colour alone to judge doneness.
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7
Rest the Wellington uncovered for 10 minutes. The internal temperature will carry to 54–55 °C during this time. Slice at table; each cross-section should show a clean circle of red-pink beef enclosed in the dark duxelles layer, within the golden pastry shell.