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Note: This cook has always been a little intimidated by this recipe. After comparing sources from Joy of Cooking, Food TV, and Julia Child, it turns out there are only three steps to the dish: an uncomplicated mushroom-based paste called Duxelles, prosciutto, and puff pastry or brioche. Julia Child says: Whether the English, the Irish, or the French baked the first filet of beef in a crust we shall probably never know, but it is certain that the French would not have named it after Wellington. She recommends preroasting and using brioche dough instead of puff pastry. She also slices the tenderloin slap into 1 1/2" slices then ties. This cook opts for the simple. Wonderful served with roasted potatoes and carrots and a Mushroom Sauce. For the Duxelles: 1 lb mushrooms 2 shallots, roughly chopped 2 sprigs thyme 2 T unsalted butter 2 T olive oil 1 1/2 T flour 1/3 cp dry Madeira, or reasonable substitute 1. Chop mushrooms into 1/16" dices and saute in butter and oil about 5 minutes. 2. Add flour, Madeira, and thyme and set aside. For the beef: 3 lbs tenderloin slab 6 slices prosciutto slices 2 T Dijon mustard 1 lb puff pastry 2 large eggs, lightly beaten 1. Tie the tenderloin in about 4 places, so the ties are 2" apart and tuck in the tail. 2. Sear all sides of the beef for 2-3 minutes. 3. Set prosciutto slices on a piece of waxed paper and cover them with the duxelles paste, salt, pepper, and thyme. 4. Cut twine from beef and smear with Dijon. 5. Place the beef on prosciutto/duxelles. Remove waxed paper. Tie beef same as before. 6. Roll in waxed paper or plastic wrap and refrigerate 30 minutes, then preheat oven to 425 degrees. 7. Roll out puff pastry to 1/4" thickeness. 8. Cut string from beef, place in center of pastry, and fold over longer sides of pastry, sealing edges. You can use extra pastry to decorate the top. 9. Place beef seam side down on oiled jelly roll or pizza pan. 10. Brush with egg wash on pastry and sprinkle with coarse sea salt. 11. Bake 40-45 minutes, till pastry turns golden brown and instant-read thermometer registers 125 degrees. 12. Slice to thickness desired and serve with sauce.