For pastry, combine flour and salt in a large bowl. Cut in butter and shortening until mixture resembles coarse crumbs. Gradually add water, tossing with a fork until a firm ball forms. Chill for 30-60 minutes.
In a skillet, saute mushrooms and onions in butter for 18-20 minutes or until liquid has evaporated. Stir in the flour, 1/2 teaspoon salt and 1/8 teaspoon pepper until blended. Gradually stir in broth. Bring to a boil; cook and stir for 2 minutes or until thickened. In a bowl, combine ham and parsley; stir in mushroom mixture. Cover and refrigerate.
Place tenderloin on a greased rack in a shallow roasting pan. Sprinkle with remaining salt and pepper. Bake, uncovered, at 425° for 30-35 minutes. Remove from the oven; let stand 20-25 minutes. Reduce heat to 400°.
On a lightly floured surface, roll pastry into a 19-in. x 14-in. rectangle. Moisten edges. Spread filling to within 1 in. of edges. Place tenderloin in center of pastry; fold short sides of pastry over meat. Fold long sides over top; pinch seams to seal.
Place seam side down on greased baking sheet. Add decorative cutouts if desired. Brush with egg; sprinkle with sesame seeds. Bake, uncovered, at 400° for 30-35 minutes or until pastry is golden brown and meat reaches desired doneness (for medium-rare, a meat thermometer should read 145°; medium, 160°; well-done, 170°). Let stand for 10 minutes before slicing. Yield: 16-18 servings.