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1
Preheat oven to 400 degrees Season Filet Mignons with salt and pepper and sear quickly in 2 tablespoons of butter and 1 tablespoon olive oil.
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2
Cool.
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3
Melt 6 tablespoons butter and remaining olive oil in a skillet over medium heat.
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4
Add mushrooms and saute, stirring, until they release their liquid.
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5
Add Madeira and chives and cook over medium-low heat until soft.
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6
Season with salt and pepper to taste.
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7
Cool.
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8
Melt remaining butter.
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9
Cut phyllo sheets into thirty six 8 1/2-inch squares.
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10
To make parcels: Place one phyllo square on flat surface, brush with butter, place another square on top of first with corners turned 45 degrees.
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11
Continue in this way, turning each square before placing on top of the other so the corners do not lay on top of one another.
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12
Each parcel should contain 6 sheets of phyllo.
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13
Keep phyllo covered as you're working so it doesn't dry out.
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14
Spoon 2 tablespoons of mushrooms into center of each packet.
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15
Place tenderloin on top of mushrooms.
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16
Top tenderloin with another 2 tablespoons of mushrooms.
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17
Gather edges of phyllo together and gently twist.
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18
Tie with a leek ribbon.
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19
Transfer to parchment-lined baking sheet, brush lightly with melted butter and bake approximately 20 minutes, or until beef registers 125 degrees (medium-rare) on an instant read thermometer (insert through the center of the packet).
