Trim the beef of any sinew and season well with salt and pepper. Heat the olive oil in a large frying pan over a high heat, add the fillet and quickly sear the outside all over for about 5 minutes until evenly browned, turning as necessary. Transfer to a plate and while still hot, brush all over with mustard. Set aside to rest.
For the duxelles, put the mushrooms, chestnuts and garlic in a food processor with a little salt and pepper and blend to a fine paste, stopping to scrape down the sides a few times. Heat a dry large frying pan. Scrape the mushroom paste into the pan and add the thyme leaves. Cook over a high heat, stirring occasionally, to drive off the moisture and intensify the flavour. The duxelles must be sufficiently dry otherwise it will make the pastry soggy; the mixture should adhere easily. Spread out on a tray to cool.
Place a large piece of cling film on a clean surface. Lay the Parma ham slices on top, overlapping them slightly, to form a rough rectangle large enough to envelop the beef fillet, making sure there are no gaps. Season the ham with a few twists of pepper then, with a palette knife, spread the duxelles on top, leaving a 2.5cm margin along the edges.
Lay the beef fillet along the middle of the mushroom layer. Keeping a tight hold of the cling film from the outside edges, neatly roll the Parma ham and duxelles over the beef into a tight barrel shape. Twist the ends of the cling film to secure. Refrigerate for 15 minutes to firm up.
Roll out the pastry on a lightly floured surface to a large rectangle, the thickness of a £1 coin and brush with some of the eggwash. Unwrap the beef from the cling film and place it in the middle. Leaving a large enough rectangle to wrap around the beef, trim off the excess pastry. Roll the pastry around the beef to envelop it and then press the edges to seal. Pinch the pastry at the ends to seal and trim off the excess. Wrap the log tightly in cling film and chill for 10 minutes, or overnight if you are preparing ahead.
Preheat the oven to 190°C/Gas 5. Remove the cling film and brush the parcel all over with egg wash. Lightly score the pastry at 1cm intervals with the back of a small knife for a decorative effect, if you wish. Place on a baking tray, sprinkle with salt and bake for about 35 minutes; if the pastry appears to be browning too quickly, lower the setting slightly. Leave to rest in a warm place for about 15 minutes before cutting into thick slices to serve, with the accompaniments.