Tie the tenderloin in for places so it holds its cylindrical shape while cooking.
Drizzle with olive oil and season with salt, pepper and rosemary.
Heat olive oil in a heavy bottom pan over medium high heat and sear all sides of the beef tenderloin.
Remove from skillet and brush dijon mustard over entire tenderloin.
Spread out the prosciutto on plastic wrap, overlapping the edges slightly. It should be spread out enough to wrap your roast in it.
Spread the duxelles over the prosciutto.
Place the tenderloin in the center, wrapping the duxelles and prosciutto tightly around the roast.
Place in the refrigerator for 30 minutes to allow to set.
Meanwhile, on a floured surface place the two puff pastry sheets next to each other and roll out to about ¼". Be sure to roll out the seams to combine the two.
Remove the roast from the plastic wrap and place in the center of the puff pastry. Fold in the short edges and tightly wrap the pastry around the roast.
Place the roast seam side down in a baking sheet.
Bake at 425 degrees for 40-45 minutes or until the pastry is golden brown and beef registers at least 125 degrees. See below for full cooking chart.