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1
Preheat oven to 400 F with the rack in the center.
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2
Pat beef dry and generously season it with sea salt and fresh ground pepper on all sides.
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3
Rub beef all over with olive oil.
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4
Heat a large skillet on high heat (preferably a cast iron skillet) and lightly coat the skillet with oil.
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5
When oil begins to simmer place beef into the pan and quickly brown it on all sides, about 3-4 minutes total.
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6
Remove beef from pan and set aside to cool.
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7
Carefully unfold the puff pastry sheet on a lightly floured large working surface.
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8
Gently roll out the puff pastry to about 12 x 12 inches flipping it over once while rolling.
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9
Generously spread mascarpone cheese all over one side of the puff pastry sheet.
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10
Lay prosciutto slices across the puff pastry to cover the entire sheet.
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11
Place beef tenderloin in the center.
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12
Fold one side of the pastry over the tenderloin, then fold over the other.
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13
Fold over the ends and trim if necessary.
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14
Combine the egg and water in a small bowl and beat to combine.
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15
Brush the top of the pastry with the egg wash. Place the beef on a lightly oiled baking sheet, seam side down and brush the top side with egg wash. (Egg wash should coat the pastry entirely).
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16
Carefully make 4-5 slits across the top of the pastry using the tip of a paring knife.
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17
Bake in the preheated oven for 20-25 minutes until pastry is golden brown and a thermometer stuck into the center of the meat reaches 125 F for medium rare.
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18
Remove from oven and let it rest, about 10 minutes.
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19
While tenderloin is baking prepare the Port Wine Chocolate Reduction Sauce: Melt butter in a sauce pan over medium-high heat.
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20
Add shallots, mushrooms and a pinch of thyme and saute until veggies are softened, about 3-4 minutes.
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21
Stir in beef stock and port wine and bring to a boil until reduced to a little less than half, about 15-20 minutes.
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22
Reduce heat and whisk in chocolate.
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23
Season with freshly ground sea salt and black pepper and simmer until sauce thickens.
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24
Remove from heat and set aside.
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25
Cut beef into large slices and serve with sauce.