Creating Beef Wellington can be straightforward if you follow these clear steps:

1. Prepare the Beef: Season the beef tenderloin with salt and pepper. Heat olive oil in a skillet over high heat and sear the beef on all sides until browned. Remove from heat and let cool. Brush with Dijon mustard once cooled.

2. Make the Duxelles: In the same skillet, add chopped mushrooms, thyme, salt, and pepper. Cook over medium heat until the mixture is dry and caramelized. Set aside to cool.

3. Assemble the Prosciutto Layer: On a sheet of plastic wrap, lay out the prosciutto slices slightly overlapping. Spread the cooled duxelles evenly over the prosciutto.

4. Wrap the Beef: Place the beef on the mushroom mixture and roll tightly using the plastic wrap. Chill in the refrigerator for 15-20 minutes.

5. Prepare the Pastry: On a floured surface, roll out the puff pastry to a rectangle large enough to wrap around the beef.

6. Wrap the Wellington: Remove the beef from the plastic wrap. Place it on the pastry and wrap it tightly, sealing the edges with beaten egg. Trim any excess pastry.

7. Chill Again: Place the wrapped beef on a baking sheet. Brush with more egg wash and chill for another 15 minutes.

8. Preheat the Oven: Preheat your oven to 400°F (200°C).

9. Bake: Bake the Beef Wellington for 25-30 minutes or until the pastry is golden brown and the internal temperature of the beef reaches 130°F (54°C) for medium-rare.

10. Rest: Remove from the oven and let rest for 10-15 minutes before slicing.

Following these steps will guide you in creating an incredible Beef Wellington that will impress everyone at your table.