Trim fillet of all the fat and sinews.Season with salt and pepper. Heat some oil in a large pan and quickly fry the beef untill its brown all over. You don't want to cook the beef, just sear so you seal in the juices. Remove and allow to cool. Brush generously with the mustard. Roughly chop the mushrooms and blend in a food processor to form a puree. Heat a skillet until hot. Add the puree of mushrooms and season with salt and pepper. Cook without any oil/butter until it is dry and all the water has evaporated. The mixture should be sticking together in the form of a paste. Set aside and cool. (make sure its dry or will get soggy pastry) Roll out a generous length of cling film, lay out the four slices of Prosciutto ham, each one slightly overlapping the last. Spread the mushroom mixture evenly over the ham. Place the beef fillet in the middle.Roll the prosciutto and mushrooms over the beef into a tight log shape. Twist the ends to secure the clingfilm. Refrigerate for 10 -15 minutes, this allows the Wellington to set and helps keep the shape. Roll out the pastry quite thinly to a size which will cover your beef. Unwrap the meat from the cling film. Egg wash the edge of the pastry and place the beef in the middle. Roll up the pastry, cut any excess pastry off the ends and fold neatly to the underside. Turnover and egg wash over the top. Chill again to let the pastry cool, at least 5 minutes. You will also want to preheat your oven to 220 C. Egg wash again before baking. Bake at 220 C for 10 minutes on middle rack, the move the sheet pan to the lower middle rack, for an additional 20-30 minutes. The total baking time should be about 35 - 40 minutes, depending on the size. Rest 8 -10 minutes before slicing. Serve with potatoes and salad.