Beef Wellington with Red Wine Gravy

**Ingredients**: **For the Wellington**: - 1 beef tenderloin (approx. 1 kg) - 2 sheets puff pastry - 500g chestnut mushrooms - 2 shallots, finely chopped - 4 cloves garlic, finely chopped - 2 sprigs thyme, leaves only, plus extra for garnish - 6 slices prosciutto - 2 tbsp English mustard - Olive oil - 1 egg, beaten (for egg wash) - Christmas cutters (optional, for decoration) - 1 tsp horseradish