Heat the grapeseed oil in an iron skillet until very hot.

Season the beef tenderloin with salt and pepper and sear evenly on all sides.

Remove the beef from the skillet and let it sit out until coming back to room temperature.

Roll out the puff pastry on the countertop and evenly spread the mushroom duxelles onto the pastry.

Evenly spread the mustard onto the beef tenderloin and wrap the tenderloin with prosciutto until fully covered.

Place the tenderloin onto the prepared puff pastry and wrap tightly.

Make four slits on top of the puff pastry for the steam to release while cooking.

Cover and place into the refrigerator overnight.

Preheat your smoker to 425 degrees.

Place your prepared beef wellington onto a sheet tray and brush the top of it with the beaten egg yolk.

Put the sheet tray into the smoker and cook for 40-45 minutes or until you have an internal temperature of 125 degrees.

Remove from the smoker and let rest for 10  minutes.

Slice, serve, and ENJOY!