We decided not to do the labor intensive process of traditional puff pastry and instead we used Nick Malgieri Instant Puff Pastry, from his book Modern Baker. Now this does not puff as much as the traditional puff, but for Wellington it works great.
Next we knew from previous experience we needed to protect the pastry from getting soggy from the cooking and resting process. To solve this problem we did three things. Pan seared the whole tenderloin and let it cool completely. Then we wrapped the duxelles coated tenderloin in prosciutto and then a crepe with dry savory. The result was super crispy pastry.
All in all I would do this again.