- 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