Instructions:

Horseradish Sour Cream Aioli:

1. Pat beef tenderloin with paper towel. Season with pepper and salt. In a large skillet set over medium-high heat, melt butter. Sear beef for 5 to 8 minutes or until browned all over, adding more butter to pan as needed. Transfer to plate. Refrigerate for 15 to 20 minutes or until well chilled. Toss with mustard.
2. Preheat oven to 425°F (220°). In a small bowl, whisk egg with 2 tsp (10 mL) water; set aside. On lightly floured work surface, cut puff pastry into six (5-inch/13 cm) squares (if pastry starts to soften at any point, chill slightly in freezer).
3. Place one slice of prosciutto on work surface. Add 2 tbsp (30 mL) cheddar to centre of slice. Top with piece of beef. Wrap prosciutto around meat and cheese to enclose. Place prosciutto-wrapped bundle, seam-side down, in centre of puff pastry square. Bring corners of pastry up and over bundle, pinching and sealing edges to enclose bundle. Place on parchment paper–lined baking sheet, seam-side down. Repeat to make 6 Mini Wellingtons.
4. Brush each Mini Wellington with egg wash; sprinkle remaining cheese over top. Bake for 20 to 25 minutes or until pastry is golden brown.
5. Serve Mini Wellingtons with aioli sauce.

Tip: Substitute refrigerator rolled pie pastry for puff pastry if preferred.