Preferably the night before, mince the mushroom, shallot, and 3 sprigs of destemmed thyme in a food processor or by hand.

Cook the mushroom mixture in a skillet over medium-low heat for 30 minutes to reduce it and cause the liquid from the mushrooms to evaporate.

Leave the mushroom filling, uncovered, overnight in the fridge. This helps to dry out the duxelles.

Season all sides of the filet mignon steaks with salt and black pepper.

Heat 1 tablespoon of butter in a skillet on medium-high heat and brown the outsides of the filets for 30 seconds on each side.

Lay out a few pieces of overlapping plastic wrap, and put 3-4 slices of prosciutto, overlapping on the plastic wrap.

Add a layer of the duxelles on top of the prosciutto.

On a cutting board, coat the steaks with the Dijon mustard.

Place one Dijon-coated steak on top of the mushroom layer on one side, top it with more of the duxelles, and roll the prosciutto layers over the meat.

When the meat is fully wrapped in the prosciutto and duxelles, wrap the plastic wrap tightly around it all to hold the form. Complete this with the second filet mignon. Let the wrapped steaks rest in the fridge for an hour.

Meanwhile, defrost your puff pastry per the directions on the box.

Preheat your oven to 400 degrees Fahrenheit.

After an hour, use a rolling pin to roll out the pastry dough on a lightly floured surface.

Carefully remove the plastic wrap from the steak. Place the steak on one side of the puff pastry and roll it over to fully enclose the meat. Cut off excess pastry and pinch seams closed. You can use a pastry cutter to make a decorative top, or use a sharp knife to cut small slips from excess puff pastry and layer it on top. Repeat this with the second mini beef wellington.

Add an egg wash and sea salt over the top of the pastry.

Bake the individual beef wellingtons at 400 degrees Fahrenheit until your puff pastry is golden brown, about 25-30 minutes cooking time.

Let it rest for 5 minutes or more, serve, and enjoy.