Pre heat the oven to 200°C (180°C fan)/Gas Mark 6.
Season the beef fillet with salt and pepper. Heat the olive oil in a frying pan over medium-high heat and sear the beef all over until browned. Remove and allow to cool.
For the mushroom duxelles, finely chop the mushrooms and sauté them in olive oil until they release their moisture and develop a rich, earthy aroma.
Place a layer of cling film on a flat surface. Lay the Parma ham slices slightly overlapping on the cling film and then spread the mushrooms on top,
Brush the beef with mustard, place it on the mushroom layer, and roll tightly using the cling film. Refrigerate for 15 minutes.
Roll out the puff pastry on a floured surface. Remove the cling film from the beef and place it on the pastry. Wrap the pastry around the beef, sealing the edges. Brush with beaten egg.
Place on a baking tray and bake in the oven for 25-30 minutes until golden brown