Beef

• 1 (2 1/2-pound) center-cut beef tenderloin roast (about 12 inches long and 3 inches in diameter), trimmed
• 2 teaspoons kosher salt
• 1 teaspoon freshly ground black pepper
• 2 tablespoons canola oil
• 1 1/2 tablespoons Dijon mustard
• 1/4 ounce dried porcini mushrooms (5 to 6 pieces), ground to a powder in a spice grinder

Duxelles

• 1 1/2 pounds fresh cremini mushrooms, stems trimmed, coarsely chopped (8 cups)
• 3 large shallots, roughly chopped (about 1/2 cup)
• 3 tablespoons unsalted butter
• 3 medium garlic cloves, finely chopped
• 1 tablespoon fresh thyme leaves, chopped, plus thyme branches for serving
• 2 1/2 tablespoons dry sherry
• 1/2 teaspoon freshly ground black pepper

Additional Ingredients

• 2 frozen phyllo pastry sheets, thawed
• 8 thin prosciutto slices
• 1/4 cup chives, finely chopped
• 1/4 cup flat-leaf parsley, finely chopped
• 1 (14-ounce) package all-butter frozen puff pastry sheet (such as Dufour), thawed according to package directions
• All-purpose flour, for dusting
• 1 large egg, beaten
• Flaky sea salt, to taste