Place plastic wrap down on a work surface, make sure it’s large enoughto cover the char siu. Lay overlapping strips of prosciutto on the plasticthat’s big enough to cover the whole char siu. Spread a layer of the mushroomsevenly and thinly over the prosciutto, then place the char siu. Roll char siu into the prosciutto-mushroom mixture with plastic wrap and tuck ends. Tie theends of the plastic wrap together to hold the shape. Place in the refrigeratorfor 15 minutes
Place a new layer of plastic wrap on the work surface and lay a sheet ofpuff pastry and roll it into a rectangle that will cover the char siu. Unwrapthe char siu onto the puff pastry, then tightly roll, wrapping until the endsmeet. Cut off any extra puff pastry. Chill it in the refrigerator for 15minutes
Preheat the air fryer to 350°F
Place the wrapped Wellington in the air fryer tray. Brush the surface with egg yolk. Score the surface of the chilled Wellington to allow steam to escape from the pastry during cooking
Cook in the air fryer for 30 minutes or until the puff pastry is a darkgolden brown. Remove, and leave it to rest for 10 minutes before serving