1. Heat the oil in a frying pan and gently fry the finely chopped shallots for ten minutes with a pinch of salt. Meanwhile, wash and finely chop the mushrooms and add to the frying pan. Add salt and pepper and a pinch of thyme. Turn up the heat and sauté until the mushrooms release all their water and form a dry paste. Add the wine, let it cook until it has completely evaporated and leave to cool.
2. Use a larding needle or long knife to make a hole lengthways through the middle of each tenderloin and stuff them with the Borges prunes.
3. Spread the filo pastry out on a tray lined with baking paper. Spread the mushroom paste over the tenderloins to cover them completely. Place each tenderloin at the end of the filo pastry and roll up until they are fully wrapped. Put the tray in the fridge for 15 minutes.
4. Preheat the oven to 180 ºC. Beat the egg yolk and brush it over the pastry. Bake for 45 minutes at the bottom of the oven.
5. Serve on a bed of Modena balsamic glaze with a side salad of mixed leaves and cherry tomatoes.