How to Bake Thaw Biscuits overnight in the fridge Preheat oven to 400 degrees Cut the beef tenderloin into 6 equal cubes, roughly 2 x 2". Season well with salt and pepper Heat oil in a large frying pan over high heat. When the pan is hot, sear each side of the steaks until golden brown, about 45 seconds. You want the steaks to be sealed but still rare in the center. Set aside on a paper towel to rest. In the same pan as you cooked the steaks, cook the finely chopped mushroom on medium heat until all the moisture is cooked out, about 5 minutes. Season with the finely chopped thyme and 1/2 tsp of salt. Arrange 2 pieces of the prosciutto side-by-side, slightly overlapping at their edges to create a thin layer of prosciutto. Press the mushroom mixture onto the surface of the prosciutto. Brush each piece of tenderloin with dijon mustard and place it at one end of the prepared prosciutto. Fold the sides of prosciutto towards the steak, then tightly roll the steak forward encasing the steak in prosciutto and mushroom mixture. Repeat with the remaining. Roll out each Biscuit into a 6 inch circle. In each circle, set a prosciutto-wrapped steak in the center of each biscuit circle. Using your fingers, bring all the edges of dough together and pinch the dough sealed, making sure the steak is completely enclosed. Place on parchment paper lined baking sheet seam side down. Brush the top tops of the dough with melted butter and bake for 18-20 minutes until steaks have reached your preferred doneness. Remove from the oven and rest for 5 minutes before serving. The internal temperature will continue to rise as the Beef Wellington rests. Serve alongside mashed potatoes and Creamy Horseradish Dipping Sauce.