Preheat your oven to 220°C (428°F).

Season the pork tenderloin with salt and pepper. In a pan, heat vegetable oil over medium-high heat. Sear the pork until it is golden brown. Remove it from the pan and let it cool.

In the same pan, add butter. Sauté the diced onion, mushrooms, and thyme until the mixture is soft. Pour in the white wine and continue to cook until the mixture is dry. Let it cool.

Roll out the puff pastry on a clean surface. Lay the prosciutto slices on the pastry, slightly overlapping. Spread mustard and sprinkle chopped sage over the prosciutto. Layer the cooled mushroom mixture and place the cooled pork on top.

Wrap the pastry around the pork tightly. Make sure there are no gaps. Seal the edges by pressing them together. Brush the outside with the beaten egg.

Place the wrapped Wellington on a baking tray and bake for 30 to 35 minutes. The internal temperature should reach 63°C (145°F). Let it rest for 5 minutes before slicing.

For the sauce, sauté another diced onion in butter. Add mustard, white wine, chicken stock, cream, and dried thyme. Let it simmer until it thickens.

Slice the Wellington and serve it with the sauce spooned over the top.