Preheat oven to 180°C.
Season lamb loins, and in a hot sauce pan, seared in some butter. Remove and set aside.
In same pan, place butter, add shallots and cook for few minutes until soft. Add mushrooms and cook until all juices come out and evaporate. Season with salt and pepper.
Add parsley and set aside.
On a large surface, roll puff pastry to a rectangle about 10 cm by 20 cm.
Spread mushroom mixture, draining all liquid out.
Place seared lamb loins length-wise, add more salt and pepper if necessary.
Roll puff pastry and seal, should look like a large cigar.
Place on baking tray and brush top with egg wash.
Bake until golden brown.