Place mushrooms and onions into a food processor. Pulse till they are chopped very fine.
Place oil in a large skillet over medium heat. Add mushroom mixture and sauté till all juices are evaporated. Add garlic and seasonings, stir and fry for one minute. Remove from heat and allow to cool to room temperature.
Make the Venison Wellington
Heat more oil in the same pan and sear venison loin on all sides until browned well. Remove from heat and allow to cool to room temperature.
Place two sheets of cling wrap on the counter, overlapping a bit, to make a large rectangle. Place prosciutto on the plastic. Spread the mushroom mixture on the prosciutto. If the mushrooms seem a bit too wet or soggy, take a paper towel and press it against the mushrooms, to soak up any excess moisture. Toss paper towel.
Rub mustard over the piece of venison. Place meat on the edge of the mushroom mixture, and roll up - using the plastic wrap to get it tightly together. Place wrapped meat in the fridge to chill for an hour or more.
Unfold the puff pastry, place on a lightly floured, clean counter. Unwrap the meat, place it on the pastry. Carefully wrap the pastry around the meat, and tuck in the ends. Dip your fingers in water and make the dough edges damp, so they stick to gather and seal.
Place wrapped meat on a baking sheet that is covered in parchment paper. Brush top with egg wash. Cut several slits into the top of the dough with a sharp knife. These are to allow the steam to escape.
Bake the venison Wellington at 425℉ until a meat thermometer inserted into the center reaches 120℉ for medium-rare. This will take about 40-50 minutes. If the top starts to become very brown, set a piece of foil over the top to prevent excess browning.
When meat is at teh correct temperature, remove from oven and allow to rest for 10-15 minutes. Serve with horseradish sauce, if desired.
Notes
You may use elk, deer, or antelope for this recipe.If your piece of loin meat is larger or smaller, you may need to trim the puff pastry to fit the meat.Cook to your desired temperature. I cooked ours for 45 min, till it reached 130, then allowed it to rest for 10 minutes.