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1
Preheat oven to 425 degrees
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2
Pat filets dry and season with salt and pepper. Sear on both sides in saute pan with heated oil. chill filets, covered, until cold about 1 hour.
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3
Thinly slice mushrooms and in a heavy skillet cook in butter with shallot, garlic, salt and pepper, to taste, over moderate heat, stirring, until mushrooms are lightly browned. Transfer mushroom mixture to a bowl to cool completely. In a small bowl lightly beat eggs to make an egg wash.
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4
On a lightly floured surface roll out puff pastry sheets into 2 (14 inch) squares. Trim edges to fory 2 (13 inch) squares and cut each square into 4 (6 1/2 inch) squares.
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5
Put 1 T Gorgonzola in center of 1 square and top with 1/8 of the mushroom mixture. Top mushroom mixtue iwth a filet mignon, pressing it down gently, and wrap 2 opposite corners of puff pastry over filet, overlapping them. Seal seam with egg wash. Wrap remaining 2 corners of pastry over filet and seal in same manner. Seal any gaps with egg wash and press pastry around filets to enclose completely. Arrange beef Wellington, seam side down, in a non stick baking pan. Make 7 more beef Wellingtons in same manner. chill remaining egg wash for brushing on pastry just before baking. Chill beef Wellingtons, loosely covered, at least 1 hour and up to 1 day.
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6
Brush top and sides of each beef Wellington with some remaining egg wash and bake 20 to 30 minutes, or until pastry is golden and the meat temp is 117 degrees
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7
Sauce:
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8
2 cup veal or beef demi glace
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9
4 T Madeira
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10
Boil demi glace and Madeira 1 minute and keep warm. Serve over Wellingtons
