In a saute pan over medium low heat, melt butter, When melted, add mushrooms, thyme, and oregano. Cook, without stirring, for 5 minutes. Stir and continue to cook until all the moisture has been cooks out. The mixture will be more of a paste at this point. Season with salt and pepper to taste. Remove from heat and cool completely.

Pat the cubes of filet dry and season generously with salt and pepper. Heat oil in a cast iron skillet over high heat. Once hot, sear all sides of the cubes, 1 minute per side. Remove from pan.

Brush the cubes with a generous amount of spicy brown mustard.

Lay out a piece of plastic wrap and place a few pieces of prosciutto with space in between them. Spread each piece with 1-2 tsp of the mushroom paste. Place a filet cube at the long end of each piece of prosciutto.

Wrap the prosciutto around each piece of meat and wrap well in plastic. Repeat with remaining cubes and prosciutto. Chill in the freezer for 15 minutes.

Preheat oven to 400 degrees F. Line a baking sheet with parchment paper.

In a small bowl, whisk together egg yolk and water. Set aside.

Cut puff pastry into strips that are the width of the filet cubes. Remove the steak from the plastic wrap and place on a piece of puff pastry. Bring the pastry together around the beef cube, pinching to seal well. Use another piece of pastry the other direction and wrap around the beef to cover. Pinch together to seal.

Place wellingtons seam side down on the lined baking sheet. Brush each with egg yolk wash.

Gently score the tops of the wellingtons into a criss-cross pattern.

Bake for 20 minutes, until the pastry is golden and puffy and cooked through. Let rest 10 minutes. Serve warm.