01 - Preheat oven to 425°F. Pat beef dry with paper towels, then rub thoroughly with olive oil, kosher salt, black pepper, and fresh thyme leaves.
02 - Heat large oven-safe skillet over medium-high heat. Sear tenderloin on all sides for 2-3 minutes per side until deeply browned and caramelized.
03 - Transfer skillet to oven and roast for 15-20 minutes until internal temperature reaches 130°F for medium-rare. Remove and loosely tent with foil; rest 10 minutes.
04 - In medium skillet, melt butter over medium heat. Add shallots and cook 2 minutes until softened. Add mushrooms and sauté 5-7 minutes until golden and moisture evaporates. Stir in garlic 1 minute.
05 - Pour in white wine, scraping up browned bits from pan bottom. Simmer until reduced by half, approximately 3 minutes.
06 - Stir in heavy cream, Dijon mustard, and lemon juice. Simmer gently 3-5 minutes until thickened. Season with salt and pepper to taste.
07 - Slice rested beef tenderloin and arrange on plates. Spoon creamy mushroom sauce over slices and garnish with chopped fresh parsley.