Trim 3 to 4 inches (7.5 to 10 centimeters) of the tail from the tenderloin. The small tail portion can be used for some other preparation.
Season the tenderloin with salt and pepper and sear in a small amount of oil in a large rondeau. Remove from the pan and cool.
Spread the surface of the tenderloin with the pate de foie gras. Sprinkle the truffles over the pate.
Roll the puff pastry dough into a rectangle approximately 3/16 inch (5 millimeters) thick and large enough to wrap around the entire tenderloin.
Turn the tenderloin over and place it lengthwise, pate side down, in the center of the pastry. Fold the ends over and wrap the pastry around the tenderloin, sealing it with egg wash and trimming off any excess.
Transfer the Wellington to a baking sheet, placing the seam side down. Brush the surface with egg wash.
Bake the Wellington in a 350° F (180° C) oven until the center reaches 125°F-130°F (52°C-54°C), approximately 40 minutes. Do not overcook; the crust holds in steam and heat, thus enhancing the effects of carryover cooking.
Allow the meat to rest 5 minutes after baking. Carve the Wellington tableside or on a buffet with Madeira sauce served on the side.