
I made Beef Wellington last night, and it was awesome. I used pre-rolled puff pastry, because that is a nightmare to make from scratch.
You fry (or grill, if you want) a good sized fillet steak for about a minute on each side, and sear the sides too, so that it is sealed, but still very rare. Then put them to the side and fry a chopped glove of garlic along with a whole heap of chopped chestnut mushrooms until they are all darker and much reduced in volume. To make the wellingtons, place a slice of parma ham in the middle of the pastry, and put the steak on top of that. Heap the mushrooms on top of that, and a slice of gorgonzola cheese. Finally, a second slice of ham (you could probably use bacon!). Fold the pastry up to cover the filling, and brush with beaten egg to both seal and colour the wellington. This should cook at 180oC for about 15 minutes, or until the pastry has risen and is nice and brown! While that is cooking, add a chopped shallot and more garlic to the pan used for the steaks and the mushrooms. Fry these for a minute, then add some thyme, preferably fresh rather than dried. When the thyme starts to pop a bit, chuck in a decent amount of red wine and reduce.