Beef - Salt and pepper the tenderloin generously. In a heavy skillet over high heat, add olive oil. Once the pan begins to smoke, toss in a few sprigs of thyme and the tenderloin. Sear the tenderloin on all sides until well browned, including ends. Transfer to a plate and brush the mustard generously on all sides. Let it cool in the fridge.
Mushrooms - Pulse mushrooms, salt/pepper to taste, garlic and a few thyme leaves stripped from the stems, in a processor. In the same skillet the beef was seared in, lightly wiped out oil, melt butter and add mushroom mixture to the hot pan along with the wine. Cook until liquid has evaporated and the mushrooms become more of a paste/pate, about 15 to 20 minutes. Cool in the fridge.
Assemble - 1 - Place plastic wrap down on a work area, overlapping so it is twice the length and width of the tenderloin. 2 - Lay the herb crepes down first, overlapping, then the prosciutto side by side to form a rectangle area able to wrap around the whole tenderloin. 3 - Spread the mushroom mixture evenly on top of the prosciutto. 4 - Set the tenderloin on top of the mushroom mixture. Bring up one end of the plastic, so as to neatly wrap the mushroom/prosciutto mixture around the meat. 5 - Tightly continue to roll until the meat is neatly wrapped, taking care to tuck ends in as well. 6 - Tie the ends tightly with twine or wire twists. Place the bundle in the fridge for 30-minutes. This step helps hold the bundle together.
Preheat the oven to 425. Lightly flour work surface. Spread thawed puff pastry on floured area and roll it out into a rectangle shape that will cover the tenderloin bundle, with a little extra to seal edges. Remove the tenderloin bundle from plastic wrap and place on bottom end of puff pastry. Brush inside edges of puff pastry with egg yolk, then tightly roll meat bundle into the puff pastry.
Trim any extra pastry, pinch edges to seal in its contents. Brush egg yolk liberally around the top and sides of the pastry. If you would like to create a little design on top the pastry, or roll out excess pastry and use a cookie cutter to form shapes, now is the time. Lay the shapes on top the pastry and brush with egg yolk again. Sprinkle a little coarse salt on top. Lay a few sprigs of thyme on top. Place this bundle on a parchment paper lined baking tray.
Place in the oven and turn the oven down to 375 and bake until the pastry is golden and the center registers 120 for a medium rare beef, about 45 minutes, a little longer for well done. Remove from oven, let it rest 10 minutes before carving and serving.
Notes
If children will be dining with you, I have found it more fun for them to be served individual, mini versions of what the grown-ups will be served. Small cubes of the tenderloin wrapped in mini versions of the adult recipe. Wrapped in small squares of puff pastry. Since everything in these adorable child servings has been scaled down, bake them only until the puff pastry is golden, about 15 minutes.