An hour before cooking, take the beef out of the fridge and season on all sides with salt and pepper. Set on the counter and bring to room temperature.
Tie the tenderloin to ensure even thickness on the piece of meat (this will ensure even cooking in the oven.) Dry the tenderloin on all sides, then give it one more season with salt and pepper.
Heat a large griddle on medium high heat for 2-3 minutes. Season with avocado oil or another high smoke point oil of your choice. Brush oil onto the tenderloin and sear on all sides until golden brown (about 2 minutes per side.) Remove it from the heat and set on a rack. Keep the golden browned bits (AKA fond) on the pan to use for a pan sauce!
Let the tenderloin sit for 10 minutes at room temp, then transfer to the fridge for 20 minutes until it's room temperature or slightly cooler. Remove from the fridge. Preheat the oven to 425 F and use the convection bake setting if you have it (this promotes air flow and an even golden brown crust.)
Lightly flour a work surface. Roll out the puff pastry so that it's a little over double the size of the tenderloin.
Place a layer of plastic wrap onto the counter. Place the puff pastry on top. Spread mushroom duxelles onto the puff pastry, leaving the top 1-2 inches of the puff pastry bare so that you can cinch the edges without the duxelles oozing out. The mushroom duxelles layer should be about 1/4-1/2 inch thick. If you have any leftover, reserve it to serve on the side!
Cut the twine wrapped around the beef and make sure to remove any string from the meat. Discard the twine. Place the beef on the left side of the puff pastry. Take the edges of the plastic wrap and tightly roll up the beef into the puff pastry. Cinch the bottom of the puff pastry, removing any excess and tie the edges by twisting the top and bottom of the plastic wrap. Once the beef is tightly wrapped in the pastry, place it onto a sheet pan.
Brush the Beef Wellington with egg wash. Make 5-6 slits on the puff pastry, about 1 inch apart. Sprinkle flaky sea salt on top. Bake for 30-40 minutes, until the center of the meat registers a 120-125 F reading. Remove it and let it rest for 10-15 minutes (it will carry over cook to 135 F, which is medium rare.) Carve and serve immediately!