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1
Preheat oven's broiler and set the oven rack about 6 inches from the heat source.
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2
Place beef tenderloin filets in a broiler pan and broil until slightly browned but still very rare, about 2 minutes per side. Remove the filets and set aside to rest; reduce heat to 375 degrees F (190 degrees C).
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3
Heat olive oil in a skillet over medium heat and cook and stir shallot and garlic until the shallot is translucent, about 5 minutes.
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4
Pour in Pinot Noir, bring to a boil, and cook until sauce is reduced by half, about 10 minutes, stirring often. Stir in garlic salt and Italian seasoning. Reduce heat to low.
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5
Slowly stir cream cheese into the sauce until you get a creamy purple sauce. Remove the sauce from the heat.
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6
Place puff pastry sheets on a work surface and cut each sheet in half crosswise.
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7
Spoon a generous amount of sauce onto a puff pastry sheet half, and center a tenderloin filet onto the sauce.
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8
Fold the puff pastry sheet over the steak and sauce, and press the edges all the way around to seal. Repeat with remaining steaks. Place the pastry-covered steaks onto a baking sheet.
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9
Whisk the egg white and water in a bowl and brush the mixture over the tops of the pastry.
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10
Bake in the oven until the pastry is browned and puffed and the steaks are the desired degree of doneness, about 25 minutes. An instant-read meat thermometer inserted into the center of the meat should read at least 145 degrees F (65 degrees C).