The Day Before
Wrap each piece of beef tightly in a triple layer of cling film to set its shape, then chill overnight.
The Day Of
Remove the cling film. Sear the beef in a hot pan with a little olive oil for 30-60 seconds until browned all over and rare in the middle. Remove from the pan and leave to cool.
Fry mushrooms in a hot pan with a little olive oil, thyme, salt and pepper. When the mushrooms begin to release juices, continue to cook over a high heat for 10 minutes or until the excess moisture has evaporated and you are left with a mushroom paste (known as a duxelle). Remove the duxelle from the pan and leave to cool.
Cut pastry in half, place on a lightly floured surface. Roll each piece into a rectangle large enough to envelop one of the beef fillets. Chill in the refrigerator.
Season the beef, then place duxelle on the fillets. Roll and tie in cling film to get a nice, evenly thick log. Repeat this step with the other beef fillet. Chill for at least 30 minutes.
Brush the pastry with egg wash (whisked egg, water and salt). Remove the cling film from the beef and wrap the pastry around each fillet. Trim pastry and brush all over with egg wash. Cover with cling film and chill for 30 minutes.
Red Wine Sauce
Heat oil in a large pan, then fry the beef trimmings for a few minutes until browned on all sides. Stir in the shallots, peppercorns, bay leaf and thyme. Continue to cook for about 5 minutes, stirring frequently, until the shallots are golden brown.
Pour in vinegar and let it bubble for a few minutes until almost dry. Now add the wine and boil until almost completely reduced. Add the stock and bring to the boil again. Lower the heat and simmer gently for 1 hour until you have the desired consistency, removing any scum from the surface as you go. Strain the liquid through a fine sieve lined with muslin. Check for seasoning and set aside.
Lightly score the pastry and brush with the egg wash again. Bake at 200°C for 15-20 minutes until the pastry is golden brown and cooked. Rest for 10 minutes before carving.
Serve the beef wellingtons sliced, with warmed sauce as an accompaniment.