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1
Pat filets mignons dry and season with salt and pepper.
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2
Heat oil in a big skillet over med-high heat.
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3
Sear filets mignons on both sides; remove filets to a plate and loosely cover with plastic wrap; chill until cold, about 1 hour.
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4
Thinly slice mushrooms, and in a heavy skillet cook in butter with shallot, garlic, and salt and pepper to taste over medium heat, stirring until mushrooms are lightly browned.
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5
Transfer mushroom mixture to a bowl to cool completely.
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6
In a small bowl lightly beat eggs with a fork to make an egg wash.
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7
On a lightly floured surface roll out pastry sheets into two 14-inch squares; trim edges to form two 13-inch squares; cut each square into 4 squares.
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8
Put 1 tablespoon Gorgonzola in center of 1 square and top with 1/8 of the mushroom mixture.
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9
Top mushroom mixture with filet mignon, pressing it down gently, and wrap 2 opposite corners of puff pastry over filet, overlapping them; seal seam with egg wash.
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10
Wrap remaining 2 corners of pastry over filet and seal in same manner; seal any gaps with egg wash and press pastry around filet to enclose completely.
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11
Arrange beef Wellington seam-side down on a baking pan lined with parchment paper; make 7 more beef Wellingtons in same manner.
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12
Chill remaining egg wash for brushing on pastry just before baking.
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13
Chill beef Wellingtons, loosely covered, at least 1 hour and up to 1 day.
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14
Preheat oven to 425u00b0; brush top and sides of beef Wellington with some remaining egg wash and bake 20-30 minutes, or until pastry is golden and the meat temperature is 117u00b0; serve immediately.
