Pat the beef tenderloin dry with paper towels, then season all over with 1 teaspoon of kosher salt and the freshly ground black pepper.
Heat the olive oil in a heavy skillet over medium-high heat until shimmering, then sear the beef on all sides, including the ends, until deeply browned, about 2 to 3 minutes per side.
Transfer the seared beef to a plate to cool slightly, then brush it all over with the Dijon mustard while it is still warm. Let it cool to room temperature.
In the same skillet, reduce the heat to medium and add the unsalted butter. Once melted, stir in the minced garlic and cook for about 30 seconds until fragrant.
Add the fresh baby spinach and remaining 1/2 teaspoon kosher salt to the skillet, cooking and stirring until the spinach is wilted and most of the moisture has evaporated.
Remove the skillet from the heat and stir in the grated Parmesan cheese, chopped thyme, and chopped parsley. Spread the mixture on a plate to cool completely.
Lay a large piece of plastic wrap on your work surface and arrange the prosciutto slices in a slightly overlapping rectangle wide enough to wrap around the beef tenderloin.
Spread the cooled spinach and herb mixture evenly over the prosciutto layer, leaving a small border around the edges.
Place the cooled, mustard-coated beef tenderloin at one edge of the prosciutto and use the plastic wrap to help roll it tightly into a log, fully encasing the beef. Twist the ends of the plastic wrap to secure and chill in the refrigerator for 20 to 30 minutes.
On a lightly floured surface, roll out the chilled puff pastry sheet into a rectangle large enough to wrap the beef log completely, trimming any excessively thick edges if needed.
Remove the wrapped beef from the refrigerator, discard the plastic wrap, and place the prosciutto-wrapped beef along one long edge of the puff pastry.
Roll the puff pastry around the beef, sealing the seam by pressing the edges together, and fold the ends underneath to fully enclose the beef.
Transfer the wrapped beef Wellington seam-side down to a parchment-lined baking sheet and chill again in the refrigerator for 15 to 20 minutes to firm up.
Preheat the oven to 400°F (200°C). In a small bowl, whisk together the egg and water to make an egg wash.
Brush the entire surface of the chilled puff pastry with the egg wash and, if desired, use the tip of a knife to lightly score a decorative pattern on top without cutting through the pastry.
Sprinkle the top lightly with flaky sea salt, then bake the beef Wellington in the preheated oven for 30 to 35 minutes, or until the pastry is deep golden brown and an instant-read thermometer inserted into the center of the beef registers about 125°F (52°C) for medium-rare.
Remove the beef Wellington from the oven and let it rest on the baking sheet for 10 to 15 minutes to allow the juices to redistribute.
Slice the rested beef Wellington into thick slices using a sharp serrated knife and serve immediately while the pastry is still crisp and the beef is warm.