Preheat the oven to gas 6, 200°C, fan 180°C. Blanch the watercress for at least 15 seconds in boiling water and allow to cool. Whizz the watercress in a food processor. Add the mascarpone, lemon zest and season, then pulse until combined but still chunky.
Pat the salmon dry with kitchen paper and season. Spread the watercress mixture over one side of the fillet. Lay the salmon in the centre of one sheet of pastry, brush around it with egg and season. Lay the second sheet of pastry on top of the salmon and smooth down to make sure there are no air pockets, then trim leaving a 2cm (1in) border around the edge of the salmon. Press the sheets together and use a fork to seal. You can use any pastry trimmings to decorate the top. Put on a baking sheet lined with nonstick baking paper and chill for 20 minutes, to firm up.
Brush the pastry with beaten egg and then bake in the oven for 35-40 minutes, or until golden. Remove from the oven and allow to cool slightly. Using a serrated knife, slice into portions and serve with some griddled courgettes, if you like.
COOK’S TIP You can prepare the salmon in advance by following steps 1-2. Wrap in cling film, put on a baking sheet and freeze for up to 3 months. To cook from frozen, brush the pastry with beaten egg and put in a preheated oven at gas 4, 180°C, fan 160°C for 1 hour 5 minutes. Increase to gas 7, 220°C, fan 200°C and bake for a further 10 minutes, until cooked.