01 - Preheat oven to 425°F. Line a baking sheet with parchment paper.
02 - Pat the beef fillets dry with paper towels. Season generously with salt and freshly ground black pepper on all sides.
03 - Heat a skillet over high heat. Sear the fillets for 1 minute on each side until well browned. Remove from skillet and let cool completely.
04 - Melt butter in the same skillet over medium heat. Add shallot and garlic, sauté for 1 minute until fragrant. Add mushrooms and thyme; cook until all moisture evaporates and mixture becomes paste-like, about 8-10 minutes. Stir in sherry or white wine if using. Season with salt and pepper. Let cool completely.
05 - Brush each cooled fillet generously with Dijon mustard, covering all sides.
06 - Lay out a slice of prosciutto on a clean surface. Spread a spoonful of cooled mushroom paste over the prosciutto. Place a mustard-coated beef fillet on top, then wrap tightly, sealing the paste around the beef. Repeat for all fillets.
07 - Cut puff pastry into 6 squares large enough to encase each wrapped fillet. Place one wrapped beef in the center of each square. Fold pastry over the beef, sealing edges by pressing firmly together. Brush seams with egg wash to ensure tight seal.
08 - Place Wellingtons seam-side down on the prepared baking sheet. Brush tops and sides with egg wash. If desired, decorate with pastry scraps using additional egg wash to adhere.
09 - Bake for 20-25 minutes, or until pastry is deep golden brown and beef reaches desired doneness. For medium-rare, internal temperature should reach 125°F.
10 - Remove from oven and let rest for 5 minutes before serving. This allows juices to redistribute and ensures tender, moist beef.