Step 1Saute mushrooms in 2 tablespoons butter over medium-high heat until softened, 8 to 10 minutes. Set aside.
Step 2Spread beef with 1/2 cup butter. Combine salt, pepper and rosemary and spread over meat. Place in shallow roasting pan and pile diced celery and carrot on top. Add bay leaf. Roast at 400 degrees 20 minutes. Scrape off vegetables and cool meat on wire rack.
Step 3Chop mushrooms very fine and mix with pate. Spread mixture 1/2-inch thick over top of cooled tenderloin. Dip spatula in water and use to smooth surface.
Step 4Lay puff pastry on floured board (2 sheets), pressing edges together to make 1 sheet. Roll out pastry into 1/4-inch-thick rectangle large enough to wrap around beef. Trim edges straight with sharp knife, saving trimmings for decoration. Beat egg yolk with water and brush surface of rectangle with some of mixture.
Step 5Place beef, spread side down, in center of pastry. Spread remaining pa^te mixture over top and sides to completely cover meat. Smooth with wet spatula. Wrap filet in pastry like a package, creating a double thickness of pastry on top. See seals with egg yolk mixture.
Step 6Place on baking sheet with double thickness of pastry on bottom. Brush all exposed surfaces with egg-yolk mixture.
Step 7Roll pastry trimmings into sheet about 1/4-inch thick and cut into strips of any desired shapes. Arrange on top of wrapped tenderloin to decorate. Brush decorations with egg-yolk mixture. Bake at 450 degrees until beginning to brown, 10 to 12 minutes, then reduce heat to 350 degrees and bake until crust is browned and meat thermometer inserted into center of beef reaches 125 to 130 degrees for medium-rare, about 30 minutes. (If crust starts to brown too quickly, cover loosely with foil.) Remove from oven and let stand 15 to 20 minutes, then slice and serve.