On a wide bed of plastic wrap, lay out the filo dough sheets. If using two smaller ones, lay them out with the long side towards you, overlapping by an inch or two.
Shingle the prosciutto onto the filo dough, leaving a border 2 inches wide along the top and bottom.
Remove duxelles from the refrigerator and stir in the foie gras pâté. Spread onto the prosciutto in an even layer.
Place the tenderloin along the bottom of the ham/shroom layer.
Using the plastic wrap, roll the tenderloin up in the filo.
Twist the ends of the wrap tightly like a candy wrapper and tuck them under the package.
Place the roll in the refrigerator.
Prepare the puff pastry and roll the beef
Dust your work surface with flour and roll out your puff pastry into a rectangle so that it is 4 inches wider than the length of your meat/filo roll. It should be long enough to go all the way around the circumference of your beef.
If using pre-sheeted frozen puff pastry, it may be necessary to glue the edges of two sheets together with a little water. Trim any excess and reserve for decorations.
Place the unwrapped beef roll along the bottom edge of the puff pastry.
Brush the 6 inches of pastry above the beef roll with egg.
Carefully roll the beef in the puff pastry until it is wrapped all the way around.
Trim any excess puff pastry from the bottom so that it isn’t doubled up.
Fold the ends of the pastry like you are wrapping a present, but trim the bottom flap off.
Tuck the top flaps under the bottom of the Wellington and return the whole thing to the refrigerator for at least 30 minutes.