1-Pat the filet mignons dry and season with kosher salt and freshly ground black pepper. Heat a cast iron pan on medium-high, add 1 tablespoon canola oil, and sear the filets on all sides for about 2 minutes total, then set them aside.

2-Brush 1 tablespoon Dijon mustard over the filets and refrigerate until cool, about 15 minutes.

3-Melt 4 tablespoons unsalted butter in the pan, add 1 medium finely diced shallot, 10 ounces finely diced baby bella (cremini mushrooms), and 2 sprigs fresh thyme. Cook while stirring occasionally until the mushrooms reduce and lose moisture, about 10 to 12 minutes.

4-Add 2 tablespoons dry vermouth, cook until the mushrooms are dry, then remove the thyme sprigs and chill the mushroom mixture.

5-Lay two slices of prosciutto on plastic wrap, spread the mushroom mixture on each, and top with a filet mignon.

6-Wrap the prosciutto around the beef, then wrap tightly in plastic wrap and chill for at least 1 hour or overnight.

7-Preheat the oven to 425°F (220°C). Cut 1 sheet of puff pastry in half and roll out to remove creases. Unwrap the beef and place it on the pastry.

8-Fold the pastry over the beef, seal the edges, and trim any excess. Place seam side down on a parchment-lined baking sheet. Whisk 1 large egg with a bit of water, brush it over the pastry, and cut slits on top.

9-Bake for about 25 to 30 minutes until the internal temperature reaches 130°F (54°C) for medium rare. If needed, broil briefly for added color.

10-Let rest at room temperature for 10 to 15 minutes before slicing and serving.