Peel the shallot and cut into quarters.
Season Center-Cut Beef Tenderloin (1) with Salt (to taste) and Ground Black Pepper (to taste). Press evenly onto all surfaces of beef roast.
Heat the Olive Oil (1/2 tablespoon) in large, nonstick skillet on medium-high heat until hot. Place roast in skillet; brown evenly. Remove roast from skillet.
Preheat oven to 425 degrees F (220 degrees C).
Place Baby Bella Mushrooms (8 ounce) and Shallot (1) into a food processor; pulse on and off about 10 times until finely chopped. Do not over process.
Heat the remaining Olive Oil (1/2 tablespoon) in the same skillet over medium-high heat until hot. Add mushrooms and shallot; cook 4 to 6 minutes until tender and all liquid is evaporated, stirring often.
Add dry Dry Red Wine (2 tablespoon). Cook 2 to 3 minutes until all liquid is evaporated again.
Stir in Dijon Mustard (2 tablespoon), Fresh Thyme Leaves (1 tablespoon) and Ground Black Pepper (to taste). Cook 2 to 3 minutes. Remove from skillet to medium bowl and cool.
Unfold Puff Pastry (1/2 package) on lightly floured cutting board. Roll the pastry out to a 12x9-inch rectangle. Lay dough down with the shortest edge toward you.
Spread mushroom mixture onto pastry dough, leaving a 1/2-inch border around edge of dough. Place roast in center of mushrooms. Fold pastry neatly around the roast, stretching dough if necessary. Tug in the excess pastry under the roast.
Brush the beaten Egg (1) onto the seams of the beef wellington and press to seal overlapping edges.
Dust a baking sheet lightly with flour. Place pastry-wrapped roast, seam-side down, on the baking sheet, and brush the top and sides with the egg. Cut 3-4 two-inch vents in the top of the pastry. Decorate with heart-shaped pastry cuttings if desired.
Bake in 425 degrees F (220 degrees C) oven 35 to 50 minutes or until golden brown and an instant-read thermometer inserted into the center of roast registers 135 degrees F (57 degrees C) for medium-rare or 150 degrees F (65 degrees C) for medium.
Transfer Beef Wellington to a carving board. Let stand 10 minutes.
Carve into slices and serve with your favorite vegetables. Enjoy!