Heat oven to 220C/fan 200C/gas 7.
Sit the 1kg beef fillet on a roasting tray, brush with 1 tbsp olive oil and season with pepper, then roast for 15 mins for medium-rare or 20 mins for medium. When the beef is cooked to your liking, remove from the oven to cool, then chill in the fridge for about 20 mins.
While the beef is cooling, chop 250g chestnut (and wild, if you like) mushrooms as finely as possible so they have the texture of coarse breadcrumbs. You can use a food processor to do this, but make sure you pulse-chop the mushrooms so they don’t become a slurry.
Heat 2 tbsp of the olive oil and 50g butter in a large pan and fry the mushrooms on a medium heat, with 1 large sprig fresh thyme, for about 10 mins stirring often, until you have a softened mixture.
Season the mushroom mixture, pour over 100ml dry white wine and cook for about 10 mins until all the wine has been absorbed. The mixture should hold its shape when stirred.
Remove the mushroom duxelle from the pan to cool and discard the thyme.
Overlap two pieces of cling film over a large chopping board. Lay 12 slices prosciutto on the cling film, slightly overlapping, in a double row.
Spread half the duxelles over the prosciutto, then sit the fillet on it and spread the remaining duxelles over.
Use the cling film’s edges to draw the prosciutto around the fillet, then roll it into a sausage shape, twisting the ends of cling film to tighten it as you go.
Chill the fillet while you roll out the pastry.
Dust your work surface with a little flour. Roll out a third of the 500g pack of puff pastry to a 18 x 30cm strip and place on a non-stick baking sheet.
Roll out the remainder of the 500g pack of puff pastry to about 28 x 36cm.
Unravel the fillet from the cling film and sit it in the centre of the smaller strip of pastry.
Beat the 2 egg yolks with 1 tsp water and brush the pastry’s edges, and the top and sides of the wrapped fillet.
Using a rolling pin, carefully lift and drape the larger piece of pastry over the fillet, pressing well into the sides.
Trim the joins to about a 4cm rim. Seal the rim with the edge of a fork or spoon handle.
Glaze all over with more egg yolk and, using the back of a knife, mark the beef Wellington with long diagonal lines taking care not to cut into the pastry.
Chill for at least 30 mins and up to 24 hrs. Heat oven to 200C/fan 180C/gas 6.
Brush the Wellington with a little more egg yolk and cook until golden and crisp – 20-25 mins for medium-rare beef, 30 mins for medium. Allow to stand for 10 mins before serving in thick slices.
Beef
1 (2 1/2-pound) center-cut beef tenderloin roast (about 12 inches long and 3 inches in diameter), trimmed
2 teaspoons kosher salt
1 teaspoon freshly ground black pepper
2 tablespoons canola oil
1 1/2 tablespoons Dijon mustard
1/4 ounce dried porcini mushrooms (5 to 6 pieces), ground to a powder in a spice grinder
Duxelles
1 1/2 pounds fresh cremini mushrooms, stems trimmed, coarsely chopped (8 cups)
3 large shallots, roughly chopped (about 1/2 cup)
3 tablespoons unsalted butter
3 medium garlic cloves, finely chopped
1 tablespoon chopped fresh thyme leaves, plus thyme branches for serving
2 1/2 tablespoons dry sherry
1/2 teaspoon freshly ground black pepper
Additional Ingredients
2 frozen phyllo pastry sheets, thawed
8 thin prosciutto slices
1/4 cup finely chopped chives
1/4 cup finely chopped flat-leaf parsley
1 (14-ounce) package all-butter frozen puff pastry sheet (such as Dufour), thawed according to package directions
All-purpose flour, for dusting
1 large egg, beaten
Flaky sea salt
Using kitchen twine, tie tenderloin crosswise at 2-inch intervals, starting from center and working out to ends. Sprinkle beef all over with salt and pepper. Place on a wire rack set inside a rimmed baking sheet. Let stand at room temperature 1 hour. (To make ahead, chill, uncovered, 12 hours; let stand at room temperature 1 hour before cooking.)
Heat canola oil in a large skillet or a small roasting pan over medium-high until shimmering. Add tenderloin; cook, turning occasionally, until browned on all sides, 10 to 12 minutes. Transfer tenderloin to a wire rack set inside a baking sheet; let cool 15 minutes. Remove and discard twine. Brush tenderloin all over with mustard and sprinkle all over with porcini powder. Chill beef in refrigerator, uncovered, at least 1 hour (or up to 3 hours).
Pulse half of the cremini mushrooms and half of the shallots in a food processor until very finely chopped, about 10 pulses, stopping to scrape down sides and stir as needed so you have evenly sized pieces. Transfer mixture to a medium bowl. Repeat process with remaining creminis and shallots.
Melt butter in a large skillet over medium-high until foamy. Add cremini-shallot mixture; cook, stirring occasionally, until creminis are dry and beginning to brown and stick to bottom of skillet in spots, 25 to 30 minutes. Add garlic and thyme; cook, stirring constantly, until fragrant, about 1 minute. Add sherry and pepper, stirring to scrape up any browned bits on bottom of skillet. Cook, stirring often, until mixture is dry and just starts to stick to bottom of skillet again, 2 to 4 minutes. Remove from heat. Spread mixture out on a small baking sheet. Chill, uncovered, until cold, about 30 minutes. Cold duxelles may be stored in an airtight container in the refrigerator up to 2 days.
Moisten a clean work surface with a damp kitchen towel and overlap 3 pieces of plastic wrap on work surface to form a 22-inch square. Overlap the 2 phyllo sheets in center of plastic wrap to form a 13 1/2-by-12-inch rectangle, with long edge facing you. Overlap prosciutto on top of phyllo in 2 rows, leaving about a 1/2-inch border on the left and right phyllo edges. Spread duxelles evenly over prosciutto and gently press down to form an even layer. Sprinkle with chives and parsley. Lay chilled beef lengthwise over bottom third of duxelles. Roll up beef and phyllo into a log, using plastic wrap as a guide and keeping it on the exterior of the log. Hold the outer ends of plastic wrap and roll log on work surface back toward you to tighten. Refrigerate while you prepare the puff pastry.
Preheat oven to 425°F. Roll puff pastry out on a lightly floured work surface to a 15-by-12-inch rectangle with long edge facing you. Lightly brush top third of puff pastry with some of the beaten egg. Unwrap chilled beef log and discard plastic wrap. Lay log lengthwise on bottom edge of puff pastry. Holding edge in place, roll up jelly-roll style until log is completely wrapped. Roll to face log seam side up, and gently press overlapping dough to seal. Fold ends of puff pastry down over beef, pinching seams to seal.
Transfer beef log, seam side down, to a baking sheet lined with parchment paper. Brush off excess flour using a pastry brush. Brush puff pastry all over with beaten egg. Using a paring knife, very light score a line lengthwise down center of puff pastry. Very lightly score 2 lines parallel to the first, 1 on either side of the center line, and each spaced 1 1/2 inches outward from the center. Very lightly score zig-zag lines across beef Wellington, spacing rows 1/2 inch apart and forming a herringbone-like pattern. Sprinkle with flaky sea salt. Using the tip of a paring knife, create 3 (1-inch-long) steam vents along center line, spaced about 3 inches apart.
Bake until puff pastry is puffed and browned and a thermometer inserted into center of beef registers 120°F, 40 to 45 minutes. Using 2 large spatulas, carefully lift beef Wellington from baking sheet and transfer to a cutting board. Let rest 15 minutes. Using a serrated knife, cut into slices. Serve beef Wellington on a platter, garnished with thyme branches.