Preheat the oven to 375°F (190°C).
Heat oil in a large pan over high heat and sear the tenderloins on all sides. Set aside and cool completely.
On a floured surface, roll the dough into a 16” x 12” (40 x 30 cm) rectangle about ¼” (0.5 cm) thick. Cut the pastry into two pieces, measuring 6” x 12” (20 x 30 cm) and 10” x 12” (25 x 30 cm).
Place the smaller piece of dough on a baking sheet lined with parchment paper.
Brush the dough with mustard, leaving a 1” (2.5 cm) border on all sides. Sprinkle with thyme and place one tenderloin on top. Arrange the paté on the tenderloin. Gently press the second tenderloin on top.
Brush the dough border with egg wash then cover with the second piece of dough. Seal the sides by pressing with your fingers or using a fork.
Brush the top of the Wellington with egg wash and poke a few holes in the pastry.
Bake on the middle rack of the oven for 40 minutes or until the pastry is puffy and golden.
Meanwhile, in a small pot over medium heat, melt butter and brown the shallot for 2 minutes.
Add cranberries and maple syrup and cook for 5 minutes. Add demi-glace and cream, bring to a boil and simmer for 10 minutes. Season to taste and set aside, keeping warm.
Remove the Wellington from the oven and let sit for 5 minutes. Serve with the cranberry sauce and roasted cauliflower.