Lightly flour your countertop with white flour. Unwrap your chilled dough. If it is too rigid, allow pastry to warm up slightly until it is pliable. Chances are, your puff pastry even when rolled out might not be long enough to fully envelop the entire tenderloin. If this might be the case, gently press together the edges of 2 pieces of puff pastry until one solid piece is formed. Use a rolling pin to gently roll out the pastry until it is approximately 1/3rd inch thick.
Either working on a silicone mat, or on overlapping plastic wrap, place the tenderloin onto the rolled out pastry dough. Roll up the tenderloin in the puff pastry lengthwise first. At the seam where the dough meets to seal up, brush one side of the dough at the seam with some of the egg wash. Press the dough together completely to form a tight seal and fold under if excess dough. This seam will go on the bottom of the pan and the smooth area face up. At the ends, as if wrapping a package, tuck the dough underneath the Wellington and press down after brushing with just a little egg wash on one side of the pastry dough. If there is not enough pastry to tuck it under then end, then pinch the dough together to completely seal in the beef.
If not doing a lattice top, brush the top of the Wellington with egg wash and it is ready to bake. Sprinkle dough with a bit of kosher salt after brushing with egg wash. You may use leftover scraps of pastry to make a pretty design on top
If adding a decorative lattice top, wait to add the egg wash to the base pastry until just before you put the lattice top on. Using another rolled piece of cold puff pastry, on a lightly floured surface, carefully roll a lattice roller lengthwise over the dough using moderate pressure to cut through it thoroughly. Try to gently pull the lattice apart. If it is not cut all the way through, follow the lines gently with a paring knife to separate it.
When your lattice is ready, brush egg wash on the base pastry then gently lift the lattice onto the surface of the Wellington. Tuck the pastry down around the ends to secure. After it is placed where you would like it, brush the lattice with egg wash as well.