Trim the beef fillet. Season well and sear in a hot pan. Remove and set aside to cool. Brush the beef all over with dijon mustard.
Roughly chop the mushrooms and puree in a food processor. Fry in a dry pan over a high heat until all water has evaporated and it has become a thick paste. Transfer to a bowl and leave to cool.
Lay out a good amount of cling film. Lay on the slices of ham, slightly overlapping each other. Spread on the moshroom paste. Lay the beef on top, roll up tightly into a sausage shape and chill for 10 – 15 mins.
Roll out pastry quite thinly and place beef (after removing the cling film!) on top. Brush the edges well with egg wash. Roll up in the pastry, tuck in the edges and trim off any excess.
Place on a baking tray and brush top with egg. Score the pastry. Bake at 200C for 45 – 50 mins. Rest for 10 mins.
Cut into thick slices to serve.