Three Days Before: Prep the beef & prepare the components
Prep the beef: Sprinkle all sides of the beef with kosher salt, wrap tightly in plastic wrap and chill. If you're not spreading this over several days make sure you do this part at least 12 hours before you start assembling)
Make the pastry: Cut the butter into cubes and chill until ready to make dough. In the bowl of your food processor fitted with metal blade, combine flour and salt and pulse twice. Add butter all at once and pulse off and on for 1 second intervals, just until butter is the size of peas. Add ice water all at once and process using short, quick pulses, just until it forms even crumbs and will hold together when you pinch a clump between your fingers. It will look very loose, do not over process. Dump it out onto a floured board and quickly, so that the heat of your hands doesn't melt the butter, gather the dough into a cohesive lump. It's good to be able to see flecks of butter in the dough. Pull of 1/4 of the dough, shape each chunk into a rectangle, wrap well and chill until ready to use.
Make the duxelles: Put the mushrooms, shallots and garlic in a food processor fitted with the chopping blade. Pulse until finely chopped, scraping bowl as needed. The mushrooms and shallots should be in 1/8 inch pieces (the size of rice grains). Don't over-process (you do not want mush).
Melt butter in a large skillet over medium heat. Add mushroom/shallot mixture, salt and pepper and cook, stirring often. When the mushrooms start to release their liquid, turn the heat to low and continue cooking, stirring occasionally, until you hear a low sizzle and the mixture looks dry. Turn up the heat and add the bourbon, stirring until evaporated. Remove from heat and let cool. Refrigerate until ready to use.
Caramelize the onions: Halve your onion through the root end (discard root ends) and cut into slices about 1/8 inch thick. Melt butter and oil in skillet over medium heat and add onions. Stir to coat onions, turn heat to low and stir often until they're a rich, dark brown color. Don't rush this process, it should take a good 45 minutes or more to get to the caramel color you want. When they're nicely caramelized add the bourbon and cook just until evaporated. Season to taste with a little salt and cracked pepper. Remove to a bowl, cool, and chill until needed.
Two Days Before: Assemble the roast, part 1
Assemble the beef and filling: unwrap the beef and pat dry with paper towels. Brush all sides with mustard and season with cracked pepper (you do not need any salt). Set aside.
Lay two sheets of plastic wrap out on the counter, overlapping, to create a large rectangle about 20" x 20". Shingle the prosciutto slices in the center of the plastic wrap, slightly overlapping each other, in two rows of six with their long sides parallel to the edge of the counter (towards you). Spread the duxelles in a rectangle centered on the prosciutto as wide as your tenderloin and 14 inches long. If the duxelles are too cold to spread easily, microwave them for 30 seconds to loosen them up.
Place the roast parallel to the counter on the top third of the duxelles. Spread the caramelized onions in a 3" strip on top of the duxelles 2" from the roast (this will ensure that the onions end up on the top of your roast when it's completely rolled up)
Using the plastic wrap to help, use both hands to lift the prosciutto and filling over the roast from the far end, rolling and pulling the roast towards you. Continue rolling, pressing the filling to seal as you go and leaving the plastic wrap behind until roast is completely wrapped. Pay attention to where the onions are as you roll so that when you're finished you can position the roast with the onions on top.
Press the ends of prosciutto in to completely seal and check for any gaps or tears. You don't want filling leaking out while it roasts so tear off little pieces of your extra slice of prosciutto and use them as "patches" .
wrap the whole thing in plastic wrap, sealing tightly and smoothing to a nice, snug cylinder with your hands. Chill for at least 1 hour or up to 2 days before roasting.
The Day Before: Wrap roast in pastry
On floured counter roll out the large piece of dough to a rectangle approximately 12x14" with the short side parallel to the counter (towards you).
Whisk egg and brush over the entire sheet. Use bench scraper to make sure dough isn't sticking to the counter. Dust counter with a little extra flour if it is.
Unwrap chilled beef and place on the dough, long side parallel to the edge of the counter, top (caramelized onion side) down, about 4" from the edge of dough closest to you. Lift the dough closest to you over the roast, pressing it gently to seal, and start rolling the roast away from you using both hands and pressing and sealing as you go until the roast is completely covered and top is facing up. You should have overlap on the bottom of the roast by a couple inches.
Turn the roast over and allow a 1" overlap, trimming the excess. Press to seal and turn roast back over so that the seam is on the bottom.
To seal the ends use your hands to gently smooth the dough down over the edge, pressing it snugly against the beef but not pulling tight enough to tear it. Use a rolling pin to roll the excess dough away from the roast to seal it and make it thinner. Trim the rolled ends to 2", roll roast seam side down, fold ends back using egg wash to seal against bottom of roast.
Turn over again so that the seam is down. Smooth with your hands and place on a lined baking sheet to chill.
Roll out smaller rectangle of dough 1/4 inch thick on floured counter and cut decorative shapes freehand or using cookie cutters. Bring out chilled roast, brush with remaining egg wash, and lay pastry cutouts decoratively over.
Brush cutouts with egg wash and sprinkle a little coarse sea salt over the top. Place roast in refrigerator loosely covered with plastic wrap for at least one hour and up to 24 hours ahead.
The Day Of: Prepare sauce and cook Wellington
Preheat oven to 450 and make sure oven rack is in the lower-middle position. If using an oven safe thermometer (recommended) insert it through one end so that the probe is in the very center of the roast.
Place roast, on rimmed baking sheet, in oven directly from refrigerator and roast 40-45 minutes, until center registers 85 degrees f and the pastry is crisp and golden.
Place roast, still on sheet, on wire rack and let rest uncovered for 40-45 minutes or until temperature raises to 130 degrees (135-140 if you like it a little more done, but no higher than that or it will be overcooked)