Preheat oven to 400 F.

Season filet mignons with salt and pepper on both sides.

Heat olive oil in a cast iron or sauté pan, when the pan just starts to smoke, sear the filets very briefly on each side.

Remove filets from pan and brush with mustard on both sides.

In a blender or food processor, add mushrooms, roasted garlic, parsley and olive oil and pulse until blended and it forms a chunky mixture.

Place the mushroom duxelles mixture on the filets and pat around the outsides.

Wrap the filets with ham, don't worry if the ends are open, the puff pastry will help hold everything in place.

Roll out the puff pastry then slice down the middle of the sheet.

Add the ham wrapped filet in the middle and fold the top half of the sheet over the filet, followed by the bottom half then fold in the sides, like you would wrap a burrito or package.

Flip puff pastry wrapped filet over so the folded seams are underneath and gently tuck around the sides so the pastry is smooth and fits the shape of the filet.

Place on a parchment or lined cookie sheet.

Mix together the egg and water then brush the tops of the puff pastry.

Bake for ~17 minutes or until the puff pastry is golden/medium brown and looks baked.

Let the wellington rest for 5 minutes before serving and enjoying.