An iconic and luxurious dish, perfect for a special anniversary. Individual Wellingtons feel extra special and ensure a perfect, crispy pastry wrap every time.
Preheat oven to 400°F (200°C). Season filets generously with salt and pepper.
Heat oil in a skillet over high heat. Sear filets on all sides until deeply browned, about 1-2 minutes per side. Remove and let cool. Brush all over with mustard.
In the same skillet, melt butter over medium heat. Add mushrooms and shallot. Cook until all moisture has evaporated and mixture is a thick paste (duxelles). Add sherry and cook until dry. Season and let cool.
Lay out two slices of prosciutto, slightly overlapping. Spread half the duxelles on top. Place a filet in the center and wrap the prosciutto tightly around it. Repeat.
Roll out the pastry and cut into two large squares. Place a prosciutto-wrapped filet in the center of each. Brush pastry edges with egg wash. Fold up to enclose completely, pressing to seal.
Place seam-side down on a baking sheet. Brush all over with egg wash. Score the top lightly with a knife for decoration. Bake for 20-25 mins for medium-rare. Rest for 5 mins before serving.
Notes
Ensure your puff pastry is cold for easy handling. Letting the beef rest after searing and before wrapping prevents the pastry from becoming soggy.