Lightly oil and season tenderloin with salt, pepper and herbs. Grill over medium-high heat just to sear. Cook to rare if medium rare is desired or if medium is desired cook to medium rare and so on.
Allow tenderloin to cool while prepping mushrooms. Allow mushroom duxelles to cool.
If puff pastry is frozen, allow it to thaw completely. Using a leaf shaped cookie cutter, cut one sheet of puff into the leaf shapes. Reserve. With the remaining sheet of puff pastry, stretch lightly to ensure there is ample room for the tenderloin. Brush the sheet with egg wash then spread the duxelles evenly across the surface. Press the mushroom mixture into the pastry to make it adhere. Place the tenderloin onto the sheet with the rounded part of the loin facing down to the countertop. Sprinkle any remaining herbs around the pastry and loin. Pull the edges of the pastry around the sides of the loin, making a rolled seam, just to one side of the loin. Roll the wrapped loin over so the flat side is down on the work surface. Seal the ends by pulling the tops over and tucking under the bottom. Wash the pastry with the egg wash and place the leaf cutouts around the surface, brushing lightly with more egg wash and sealing onto the rolled puff.
Place the Wellington on a baking sheet and bake at 400°F for about 20 to 25 minutes or until the pastry is golden brown and fluffy.
Allow to rest for 10 to 15 minutes, then slice as desired. Serves about 10.