Set a cast iron pan over high heat. Add 2 tablespoon of grapeseed oil to the pan and when the oil begins shimmering, add the tenderloin. Sear on each side for 1 minute. Remove from pan and set on a plate to rest.
To make the prosciutto layer place 6 pieces of prosciutto slightly overlapping over one another on a large piece of plastic wrap. They should form a rectangle that is slightly longer and twice is tall as the tenderloin.
Spread half of the duxelles over the prosciutto rectangle. Brush the tops of the tenderloin with Dijon mustard.
Place one of the tenderloin pieces, mustard side down, on the bottom of the prosciutto and duxelles rectangle. Brush with more Dijon mustard.
Using the plastic wrap to help, wrap the prosciutto tightly around the venison tenderloin. Seal each end by twisting them shut.
Repeat the process with the second tenderloin, creating another layer of prosciutto and using the second half of the duxelles. You will now have two pieces of wrapped venison tenderloin. Chill for at least 25 minutes, or overnight.
Preheat the oven to 425 degrees. Line a baking sheet with parchment paper and set aside.
On a lightly floured surface, roll out one of the puff pastry sheets just a tad.
Rotate the pastry so it has a corner pointing toward you, like a diamond. Place a wrapped tenderloin in the center of the puff pastry. Fold the corner facing you up and over the tenderloin and brush with egg wash. Fold in each end corner and brush with more egg wash. Fold over the top and press down the seams with the back of a spoon or fork before brushing with egg wash. Repeat the process with the second wrapped tenderloin and the second sheet of puff pastry. Slice slits into the top of the pastry with a sharp knife.
Bake deer Wellington in preheated oven for 25 minutes, or until an instant read thermometer inserted into the center of the venison registers 130 degrees.
Remove from oven and allow Wellington to rest for 10 – 15 minutes before slicing and serving.