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1. On a piece of plastic wrap, lay the prosciutto down in slightly overlapping in layers.
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2. Place chopped up garlic and gorgonzola cheese over the prosciutto so it is evenly dispersed throughout.
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3. Salt and pepper the fillet to taste.
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4. Quickly sear the outside of the fillet in olive oil for about 30-60 seconds-- do not let it cook fully.
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5. Coat the fillet with a thin layer of spicy mustard while it is still hot so that it can soak up the flavor.
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6. Place the fillet in the middle of the prosciutto, cheese, and garlic. Wrap the prosciutto around the fillet, using the plastic wrap to help create a tight and cylindrical form. Twist the ends of the plastic wrap so that the meat is tightly squeezed -- should look like a tootsie roll. The tighter the plastic wrap, the rounder the shape of the fillet, the more evenly it will cook later on.
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7. Put it into the refrigerator for about 15-20 minutes to allow the fillet to set and keep its shape.
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8. Lay the puff pastry down on a lightly floured sheet of plastic wrap. Coat the one side of the puff pastry with egg yolk
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9. Place the fillet in the middle of the puff pastry and tightly wrap the puff pastry around the fillet, removing any excess pastry so that there is very little overlap. Make sure there are no holes or gaps in the seam of the pastry or the juices will leak out!
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10. Place the pastry on a floured baking sheet so that the seam of the pastry is on the bottom.
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11. Coat the outside of the pastry with egg yolk. Place in the refrigerator again for 15 minutes.
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12. Heat oven to 400*F
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13. Place any designs on the top of the pastry as desired, lightly using a knife to score it or use extra pastry to lay on top. Glaze the pastry again with egg yolk
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14. Bake for 20 minutes at 400*F. Reduce temperature to 350*F and bake for another 10-15 minutes, depending on how red you like the center of your fillet.
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15. Remove from oven and let rest for 10-15 minutes before serving
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16. Enjoy!
