An absolute classic, succulent beef, gorgeous mushrooms and light, buttery pastry.
Season the beef with black pepper. Heat the oil in a large frying pan. Sear the meat for 30 seconds on all sides until turning golden. Leave to cool.
Meanwhile, soak the porcini mushrooms in 250ml (8fl oz) boiling water until softened. Remove from the liquid, squeeze dry, then chop finely. Reserve the soaking liquid.
Heat the butter in a large frying pan. Add the mushrooms and the thyme. Cook until golden and the pan is dry (up to 20 minutes). Leave to cool completely. Reserve a quarter of the mushrooms in the pan.
Put two large sheets of clingfilm on a work surface, overlapping slightly. Place the prosciutto on top, overlapping the edges to make one ‘sheet’ large enough to wrap the beef. Spread with three quarters of the mushroom mixture, then sit the meat on top and spread with the remaining mushrooms. Roll the prosciutto around the beef, using the clingfilm. Wrap tightly and chill for 10 minutes.
Set aside a quarter of the pastry. On a floured surface, roll the rest into a square or rectangle big enough to wrap the fillet: approx 35cm (14in) square. Trim to neaten, then roll the edges of the joining sides a little more thinly.
Remove the clingfilm from the beef and position it in the middle of the pastry. Wrap the pastry up along the length of the beef, overlapping slightly at the join. Brush the edges with beaten egg and seal. Fold up each end like a parcel. Transfer to a lightly greased baking tray, seam side down. Roll out the remaining pastry and cut shapes to decorate. Brush the Wellington all over with egg, press on the decorations and brush again. Chill for 20 minutes (or up to 12 hours if you like).
Preheat the oven to gas 8, 230°C, fan 210°C and put a baking sheet in the top third. To make the sauce, pour the wine into the pan with the reserved mushrooms. Bring to the boil and simmer until the wine has reduced to about 1 tbsp. Add the stock and the porcini mushroom liquid and boil for 10 minutes until syrupy. Season, then stir in 1 tsp of butter. Set aside.
Put the Wellington and its tray onto the heated baking sheet in the oven and roast for 10 minutes. Reduce the heat to gas 6, 200°C, fan 180°C, then cook for another 20 minutes for medium-rare meat (15 for rare, 25 for medium).
Leave to rest for 10 minutes. Warm the sauce through. Serve slices of the Wellington with the sauce and vegetables.