Season beef fillet generously with salt and pepper.
Place a cast iron skillet over high heat, once hot add two tablespoons of olive oil and sear the fillet on all sides until well browned. After adding the filet, let it brown for about 1 minute, gently lift up one end just a bit to see if it browned, if no, cook for 1 more minute.
Once browned, remove the filet from the pan, place it on a plate and let it cool. Drain excess fat from the pan.
Once cooled, brush the fillet on all sides with yellow mustard.
Finely chop the mushrooms and add them to a food processor and purée.
Add them to the pan on medium heat. Cook, stirring often and allowing the mushrooms to release their moisture. You will have to cook them for about 5-8 minutes, the end result should look like a mushroom paste.
Remove the mushrooms from the pan and set aside to cool.
Once cooled, mix in the duck liver mousse into the cooked mushrooms. Stir well to combine.
Add a large piece of plastic wrap to the surface of a chopping board.
Lay out the slices of ham onto the plastic wrap so that they overlap, basically creating a rectangular out of ham. Spread the mushroom mixture over the ham.
Place the beef filet in the middle, roll the mushrooms and ham over the fillet, using the plastic wrap. Wrap it tightly, twist the ends of the plastic wrap to secure and refrigerate for 20 minutes.
Preheat oven to 400°F.
Roll out the puff pastry sheets onto a baking sheet covered with parchment paper.
Unwrap the fillet from the plastic wrap, cut it in half so you have two 1lb pieces and place each in the middle of the puff pastry dough sheets.
Brush the edges of the pastry with the beaten eggs.
Fold the pastry around the fillet, cutting off any excess at the ends, try to limit the overlap.
Place the pastry-wrapped fillets onto a baking pan, seam side down, and brush beaten egg yolks all over the top. Chill for 5-10 minutes.
Brush the exposed surface again with beaten eggs. Score the top of the pastry with a sharp knife slightly. Sprinkle the top with coarse salt if you want.
Bake at 400°F for 25-35 minutes. The pastry should be nicely golden when done.
For a medium-rare roast, test it with an instant read meat thermometer. Pull out of the oven at 125-130°F for medium rare.
Remove from oven and let rest for 10 minutes before slicing.
Slice in 1-inch thick slices and serve.