Season the steaks generously with salt and pepper on both sides.

Heat 1 tablespoon of olive oil in a skillet over high heat. Sear the steaks for 1 minute per side until browned but still raw inside. Remove from heat and brush the hot steaks with Dijon mustard. Let them cool completely.

In the same skillet, add the remaining oil, chopped mushrooms, shallots, and garlic. Cook over medium-high heat, stirring frequently, until all the liquid evaporates and the mixture is dry (about 10 minutes). Stir in the fresh thyme and let cool.

On a clean surface, lay out two overlapping slices of prosciutto for each steak. Spread a layer of the mushroom mixture over the prosciutto slices.

Place a cooled steak in the center of the mushroom-covered prosciutto. Wrap the prosciutto tightly around the steak to encase it.

Roll out the thawed puff pastry and cut it into 4 squares large enough to wrap the steaks. Place a wrapped steak in the center of each square.

Fold the pastry corners up over the steak, sealing the edges with a little beaten egg. Flip the parcels over so the seam is at the bottom and place them on a parchment-lined baking sheet.

Brush the tops of the pastry with the remaining beaten egg and cut small slits in the top for steam to escape. Chill in the refrigerator for 15 minutes.

Preheat your oven to 400°F (200°C). Bake the Wellingtons for 20-25 minutes until the pastry is deep golden brown and the beef registers 130°F (54°C) for medium-rare.

Remove from the oven and let rest for 10 minutes before serving.