Prepare the beef: You will only need the center cut portion of the tenderloin, referred to as chateaubriand. Basically take the beef tenderloin and cut the end points, leaving only the center cut portion with even thickness from one end to the other. Allow the chateaubriand to come to room temperature.
Dry the beef: Pat dry the beef with paper towels, then season generously with salt and pepper all around.
Sear the beef: Add 2 tablespoons of olive oil to a hot skillet that's large enough to fit your chateaubriand, then sear it on all sides for about 2 minutes per side until browned. Make sure to sear the end sides too.
Brush Dijon on beef: Place the chateaubriand on a plate and brush it immediately with the Dijon mustard all around. You want to do this while the beef is still hot to absorb some of the mustard. Let the beef cool down to room temperature.
Prepare crepes: Line up 3 to 4 crepes on a large cutting board, overlapping them. Line the prosciutto slices at the base of the crepes, edge to edge. Spread the a thin layer of duxelles over the prosciutto, evenly.
Wrap and chill beef: Place the beef at the base of the crepes and start rolling gently, tucking in the ends. Wrap the roll tightly in plastic wrap and place in the refrigerator to chill for 30 minutes to overnight.
Preheat the oven: Preheat your oven to 425°F and line a baking sheet with parchment paper.
Roll beef in pastry: Roll a sheet of puff pastry over your floured work surface. Brush the puff pastry with beaten egg. Unroll the beef from the plastic wrap and place at the base of the puff pastry. Roll the beef in the puff pastry around the entire beef then cut off excess pastry. Pinch the two edges together well. Tuck in the ends and trim if necessary. Place beef wellington on a baking sheet lined with parchment paper. Brush all around with beaten egg.
Make lattice pastry: With the other puff pastry make a lattice using a lattice roller, then carefully place the lattice over the brushed beef wellington, wrapping it all around at the base and cutting off any excess. Brush the lattice with beaten egg, then sprinkle coarse salt generously over the puff pastry. This step is completely optional.
Bake: Transfer the baking sheet to the oven and bake for 40 to 45 minutes until pastry is golden brown and beef registers at 125°F for medium rare. Remove the baking sheet from the oven and and let the beef rest before cutting it into thick 1-inch slices.