Pat beef dry, season with salt and pepper. Sear in olive oil on all sides (2 mins each). Brush with Dijon mustard; let cool.
Sauté shallots and garlic in butter until soft, add mushrooms and thyme, cook until moisture evaporates into thick paste. Add sherry if desired. Cool.
Lay prosciutto on plastic wrap, spread mushroom mix evenly, place beef on top, roll tight, chill 30 mins.
Roll puff pastry, wrap beef roll, seal, brush with egg wash, then chill another 20-30 minutes.
Preheat oven to 425°F (220°C). Score pastry lightly and bake 35-45 mins until golden and meat reaches 130-135°F. Tent with foil if browning too fast.
Rest 15-20 minutes before slicing and serving.