- 1 center-cut beef tenderloin, 2 to 2-1/2 pounds
- Olive oil
- Traeger Prime Rib Rub, or coarse salt and medium-grind black pepper
- 2 tablespoons butter
- 2-1/2 cups finely chopped mushrooms
- 2 large shallots, finely chopped, or 1 sweet onion
- 1 sprig fresh thyme, leaves only
- 1 sheet frozen puff pastry (1/2 of a 17.3 ounce package), such as Pepperidge Farm brand, thawed for 30 to 40 minutes
- All-purpose flour
- 2 to 3 tablespoons Dijon-style mustard
- 1 egg beaten with 1 tablespoon of water
Cover a rimmed baking sheet with parchment and set aside.
Start the Traeger on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 425 degrees F and preheat, lid closed, for 10 to 15 minutes.
Rub the tenderloin with olive oil and season generously with the Traeger Prime Rib Rub. Put the tenderloin directly on the grill grate and roast, turning as needed with tongs, for 25 to 30 minutes, or until the internal temperature reaches 125 degrees F on an instant-read meat thermometer.
Remove from the grill and let cool. Cover and refrigerate for 1 hour. You can cook something else on your Traeger while it’s hot, or shut it down until after the meat has chilled.
In the meantime, melt the butter in a large frying pan on the stovetop over medium heat. Sauté the mushrooms and shallots until the vegetables are tender and the liquid has evaporated. Stir in the thyme leaves. Let the mixture cool.
Just before you’re ready to assemble the Beef Wellington, restart your Traeger as directed above and preheat it to 425 degrees F.
Lightly flour your work surface and roll out the puff pastry until it is 6 inches wider and 4 inches longer than the tenderloin. Brush the surface with the egg wash. (The egg wash is your “glue”.) Distribute the mushroom/shallot mixture over the puff pastry leaving a border of 1 inch on all sides. (If you have puff pastry trimmings left over, you can cut them into shapes and use them to decorate the top of the Beef Wellington.)
Slather the chilled tenderloin with the mustard and position in the center of the puff pastry. Bring the long sides up over the tenderloin and press the edges along the length of the seam to seal. Fold the ends over and press to seal. Transfer the package to the prepared baking sheet, seam-side down. Brush the outside of the puff pastry lightly with egg wash. Poke several holes in the top of the pastry with the point of a knife to allow the steam to escape.
Put the pan with the Beef Wellington on the grill grate and roast until the pastry is golden brown and the internal temperature of the meat is 135 to 140 degrees F (medium rare), about 25 minutes. Transfer the Beef Wellington to a cutting board. Let it rest for 5 to 10 minutes before carving crosswise with an electric knife or serrated knife into slices.