Remove tenderloin from the refrigerator an 1 hour before roasting. Trim away fat or skin that may be along the outer portion of the tenderloin. Pat dry and tie to secure.
Combine the butter, Dijon mustard, thyme, salt, and pepper in a small bowl. Rub the mixture over the tenderloin on all sides.
Add the oil to a hot cast iron skillet, and sear the tenderloin on all sides until browned, about 3-5 minutes per side. Make sure not to burn the butter rub on the outside.
Remove the tenderloin, and add the mushrooms to the pan, and cook until they begin to soften, about 5 minutes.
Place tenderloin back in the cast iron with the mushrooms. Bake at 425°F for 20-25 minutes or until the desired doneness is reached.
Remove tenderloin and let rest for about 15 minutes before slicing.
Serve with a drizzle of Parmesan cream sauce if desired.
For more recipes, check out More Than Meat and Potatoes!