Marinate steak with wine, garlic, mustard, sugar, thyme, salt & pepper in a ziplok bag overnight. When ready to cook, unroll a sheet of puff pastry, place a layer of Prosciutto & then a thin layer of Duxelles on top of this. Remove steak from marinade and roll into a cylindrical shape, then smear with Dijon mustard. Place on top of the Duxelles and lift up and overlap the two longer sides (as if to wrap the meat), then fold up the two remaining ends, and brush all edges with egg wash to seal. Place the Wellington on a lightly greased baking sheet, seam side down. Score the top slightly, brush with egg wash, and sprinkle with coarse salt.
Bake at 425 until an instant-read meat thermometer registers 125 – 130 degrees (about 20 – 25 minutes). Let rest 10 minutes before cutting. Slice in 1/2 to 3/4 icnh slices and top with red wine & mushroom gravy.