Preheat the oven to 350 degrees F. Season the tenderloin with salt and pepper. In a large saute pan, heat 3 tablespoons of olive oil. When the oil is hot, sear the tenderloin for 2 to 3 minutes on all sides. Remove from the pan and cool. In a saute pan, heat the remaining olive oil. Add the onions and saute for 2 minutes. Season with salt and pepper. Add the shallots and saute for 1 minute. In a mini food processor, add the mushrooms in batches and pulse the mushrooms a few times to finely chop the mushrooms. Add the mushrooms to the onions and saute for 2 minutes. Add the red wine and bring the liquid up to a simmer. Cook for about 3 to 4 minutes or until most of the liquid as dissipated and the mixture is dry. Remove from the heat and stir in the parsley. Reseason the duxelle if necessary. Cool the duxelle completely.
Season the Foie Gras slices with salt and pepper. In a hot saute pan, sear the Foie Gras for 30 seconds on each side. Remove the Foie Gras from the pan and drain on a paper-lined plate. Place Foie Gras on a clean plate and add the port wine syrup. Set aside. To assemble; place the two sheets of puff pastry together, vertically, sealing the ends and forming one big piece of pastry. Lay the seared tenderloin in the center of the puff pastry. Smear the duxelle over the top of the tenderloin. Lay the seared Foie Gras directly on top of the duxelle. Wrap the tenderloin in the puff pastry, tucking the sides in completely. Brush the entire tenderloin with the egg wash and place on a baking sheet. Bake the tenderloin for about 30 to 35 minutes for medium rare, or until the pastry is golden brown. Remove the tenderloin from the oven and allow to rest for 5 minutes before serving. Serve the Wellington with a drizzle of the port wine sauce and sprinkle with Sauteed mushrooms.