Filet mignon wrapped in mushroom duxelles and prosciutto, baked in puff pastry — a two-day plan for the best results.
Season the filets with salt and pepper. Place uncovered on a wire rack in the fridge overnight.
Cook the mushrooms, shallots, and garlic in butter over medium heat until dry, 10–15 minutes. Add the thyme, cool, then refrigerate uncovered overnight.
Pull the puff pastry from the freezer about 40 minutes before you need it.
Sear the filets in a hot pan, 1–2 minutes per side, then let cool.
Deglaze the pan with sherry or wine, add the stock, simmer, thicken with the slurry, and finish with butter.
Layer prosciutto, duxelles, and the filet (brushed with Dijon), then roll tightly. Chill 20–30 minutes.
Wrap in a single layer of puff pastry, brush with egg wash, and score the top. Optional: chill again 15–30 minutes.
Bake at 425°F until internal temp reaches 125–130°F for medium rare. Rest 15 minutes.
Slice one in half to show the pink center. Serve with mashed potatoes and spoon the pan sauce over the top.