Dust the beef tenderloin with salt and pepper, and set aside. Heat your oven to 425 degrees.
Melt 1 tablespoon of the butter in a skillet over medium heat. Once melted, add the garlic. Let cook for 2 minutes, then add the mushrooms. Sprinkle about ¼ teaspoon of salt and pepper over the mushrooms and stir. Cook the mushrooms for 3 minutes, and then add the shallots and cook for another 3 minutes. Then add the red wine and cream to create the sauce. Bring the sauce to a simmer, and let it reduce for 5 minutes, stirring frequently. Pour the mushroom and shallot sauce into a bowl and set aside.
Melt the remaining butter in the same skillet over high heat. Once the butter melts add the beef tenderloin and brown all sides. Then remove from the skillet. Keep any drippings in the skillet.
Roll the puff pastry dough out making it large enough to wrap around the beef. Use a slotted spoon to place half of the mushrooms and shallots in the center of the puff pastry. Place 2 tablespoons of the parsley on top. Then add the beef, and wrap the dough around the beef. Cut off any excess dough. Place the puff pastry-wrapped beef in a roasting pan with the seam of the dough facing down. Roll out any excess dough and use a cookie cutter add a decorative design, attach it with a touch of water.
Insert an in-oven thermometer, and place the beef tenderloin in the oven to bake.
Then finish off the sauce. Pour the remaining mushrooms and shallots and the sauce into skillet with the pan drippings. Stir together, add the remaining parsley, and let simmer and reduce for 5 minutes. Then remove from the heat and heat up once you are ready to serve the beef.
Once the beef reaches 130 degrees, remove it from the oven. It will continue to cook while it rests. Let the beef rest for 15 minutes before slicing and serving with the mushroom and shallot sauce.