1Step 1: Prep the Tenderloin
Pat beef tenderloin roast dry. Season with salt and black pepper. Place fat side up on a rack set over a rimmed baking sheet and refrigerate uncovered for at least 1 hour and up to overnight.
2Step 2: Sear the Tenderloin
Heat vegetable oil in a heavy skillet over medium-high heat. When the fat smokes, add the tenderloin roast and sear on all sides for about 8 minutes. Transfer to a plate and place in the refrigerator for at least 30 minutes.
3Step 3: Prepare the Duxelles Mixture
Prepare Duxelles. After cooking the mixture as directed, keep the duxelles in the skillet and stir over low heat until it becomes dry, about 5 minutes more. Transfer to a medium bowl and add foie gras. Mix together until thoroughly combined and set aside. Position a rack in the center of the oven. Preheat the oven to 400°.
4Step 4: Roll Out The Puff Pastry
Roll puff pastry out to a 1/4-inch-thick square large enough to wrap easily around the meat with some overlap. Whisk together egg, water, and milk into a small bowl.
5Step 5: Assemble
Distribute dollops of the duxelles mixture over the pastry and spread evenly with a spatula, leaving a 1-inch border around the edges. Place the browned tenderloin in the center and gently drape the pastry around the roast, wrapping it in a neat package. Trim off and set aside any excess dough and seal the edges by brushing them with the egg wash and pressing them together. Lightly grease a rimmed baking sheet. Place the wrapped beef seam side down on the sheet and brush the top with egg wash. Use the reserved dough trimmings to make decorative leaves or scrolls, if desired.
6Step 6: Bake
Cut 2 or 3 small evenly spaced neat holes in the top of the pastry to allow steam to escape and to allow you to insert a meat thermometer without breaking the crust. Bake until the crust is golden brown and a thermometer inserted in the thickest part of the roast registers 120° to 130°F for rare to medium rare. Start checking the temperature after 25 minutes. If the pastry begins to get too brown during baking, cover it loosely with foil. Remove the roast from the oven and let stand, uncovered for 15-20 minutes. Slice the roast at the table, using a serrated knife to cut 3/4-inch-thick slices. If desired, serve with Sauce Meurette.