Preheat the oven to 220°C/425°F/gas mark 7.

Season the beef tenderloin with salt and pepper.

In a large frying pan, heat the oil over high heat. Sear the beef tenderloin on all sides until browned.

Remove the beef from the frying pan and let it rest for 10 minutes.

In the same frying pan, sauté the mushrooms, garlic, and shallots until the mushrooms release their liquid and it has evaporated.

Add the red wine and cook until it has reduced by half. Remove from the heat and let it cool for 10 minutes.

Roll out the puff pastry on a floured surface and place the beef tenderloin in the center.

Spread the mushroom mixture over the top and fold the pastry over the beef, sealing the edges.

Place the beef Wellington on a baking sheet lined with parchment paper.

Brush the top of the pastry with the beaten egg.

Bake the beef Wellington for 35-40 minutes, or until the pastry is golden brown and the internal temperature of the beef reaches 57°C for medium-rare.

Let the beef Wellington rest for 10 minutes before slicing and serving.