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What is the best/easiest way to make beef wellington?

I want to wrap the beef tenderloin in proscuitto instead of pate or mushroom duxelles. I am wondering the best way to do this. Also, is it necessary to pre-cook the tenderloin before wrapping it and baking it?

Hi Steephan, Have you really thought this through?
Beef Wellington is usually wrapped in puff pastry, it is sealed off all over(browned) before wrapping. Being cooked in puff pastry it will not get a chance to colour otherwise and will look grey and insipid. You haven’t mentioned about pastry, so if you tried to wrap it in your ham and cook it that way you would destroy the ham. Beef welling ton is a classic dish and to leave out the duxelles pancake and puff pastry just means that it is not a beef wellington and no self respecting chef would try to get away with this. To do it by cutting corners you will make a dish that will taste nothing like what you want from a beef wellington. the duxelles and the pancake are there for a reason. one to add flavour and the pancake to stop the pastry getting soggy and limp.The flavour of the prosciutto will be lost in my opinion if cooked with the beef and would add very little to the dish if cooked on top of the beef. Added to it as a garnish, would be different and might work better but you would still be taking away from the original dish and adding nothing to it.
If you really want to wrap the beef in ham, lay your prosciutto flat on a board running from left to right in front of you. Take the left of the ham in your left hand and put the heel of your chopping knife on the ham and gently pull with your left hand pressing gently on the ham with the knife. This will stretch the ham and make it go further and be easier to work with. Lay a number of strips slightly overlapping each other on your board.place the fillet of beef about 1/3 of the way up the meat bring the bottom of the ham over the top of the beef and roll like that. I think though that the ham will not bring anything to the dish though. If it is being wrapped in pastry you will not see it. If you are using the ham as the wrapping,it will be burnt before the beef is done.
I hope this helps,all the best. Rab

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