Tear off a large piece of plastic wrap and place on top of a large cutting board.
Gently transfer 4 slices of prosciutto to the middle of the plastic wrap. Slices should overlap about 1/3” to help seal in the juices when cooking.
Gently spread half of the mushroom duxelle over the prosciutto, leaving a 1/2” border along each side.
Set a filet in the center of the prosciutto/mushroom layer. Gently roll the prosciutto around the filet using the plastic wrap to help wrap as tightly as possible (view video for visual). You want the prosciutto to be as tightly wrapped around the filet as possible. Twist the saran wrap on the edges to tighten/draw the excess prosciutto into the filet. Refrigerate for 15 minutes to set the shape. Repeat with the second filet.
In a small bowl, mix the egg yolk with 2 tsp water and whisk. Set aside.
Tear off a large piece of plastic wrap and place on top of a large cutting board. Roll out the defrosted pastry sheet and cut in half (on the short side - so you're left with short rectangles, not long rectangles). 10" X 15
Unwrap the first fillet and place about 1/3 way down the top edge, centered from left to right (view video for visual). Lightly brush the pastry edges with egg wash. Gently lift the pastry edge closest to you and stretch over the entire filet. If needed, gently stretch out the dough to cover. The dough should wrap to about 1/4” under the bottom side of the filet. Cut off any extra puff pastry before you seal the seam. Press the two seams gently to seal tightly. Once the long edge is sealed, fold in the shorter sides and squeeze tightly to seal. Again - stretch the dough if need be to ensure the sides are fully enclosed. Repeat with the second filet.
Tightly wrap the plastic wrap around the filets to further firm up the seams. Twist up the plastic wrap on the short edges and fold under the wrapped filets to keep them from untwisting. Refrigerate for 15 minutes to set.
Move the metal shelf inside the oven to the upper middle potion and pre-heat to 400 degrees F.
Line a baking sheet pan with parchment paper and place the unwrapped filets seam-side down on the sheet. Brush the tops and sides with the egg wash and sprinkle with kosher salt.
OPTIONAL: Use the back of a knife to add some decorational lines to the pastry. Be gentle as to not cut through the dough.
Bake for approximately 20 minutes or until the internal temperature of the steak reaches 125°F for medium-rare. Insert a meat thermometer in the side of the wellington to confirm your desired temperature has been acheived.
Remove the beef wellingtons from the oven and rest for 10 minutes before slicing.