Beef Wellington

1. Season fillet mignon with salt and pepper.  Heat 2 tbsp olive oil in a pan until it is very hot.  Quickly sear the beef in the oil (Tilt the pan and press it against the side to sear multiple sides at once; lift it with tongs to sear either end) and remove from heat to let it cool.  Chill in the fridge for about 20 mins.
    
2. While the beef is cooling, chop mushrooms as finely as possible so they have the texture of coarse breadcrumbs. You can use a food processor to do this, but make sure you pulse-chop the mushrooms so they don't become a slurry.
    
3. Heat about 1/4 cup butter in a large pan and fry the mushrooms on a medium heat, along with the thyme, for about 10 mins stirring often, until you have a softened mixture. To season the mushroom mixture, pour over 7 tbsp dry white wine and cook for about 10 mins until all the wine has been absorbed. The mixture should hold its shape when stirred. Remove the mushroom duxelle from the pan to cool and discard the thyme.
    
4. Overlap two pieces of saran wrap over a large chopping board. Lay prosciutto on the cling film, slightly overlapping, in a double row. Spread half the duxelles over the prosciutto, then sit the fillet on it and spread the remaining duxelles over. Use the saran wrap's edges to draw the prosciutto around the fillet, then roll it into a sausage shape, twisting the ends of cling film to tighten it as you go. Chill the fillet while you roll out the pastry.
    
5. Overlap three more pieces of saran wrap, and dust with a little flour.  Roll the puff pastry out into a strip that is at least 12in wide.  Beat egg yolks with 1 tsp water and brush down the pastry; unravel the fillet from the saran wrap and do the same to it.  Place the fillet at one end of the pastry strip and wrap it around the fillet with the saran wrap, smoothing as you go to ensure there are no air bubbles.  Trim off excess pastry, and seal the seam with egg yolk and the back of a spoon.
    
6. Glaze all over with egg yolk and sprinkle with a small amount of salt.  Using the back of a knife, mark the beef Wellington with long diagonal lines taking care not to cut into the pastry. Chill for at least 30 mins and up to 24 hrs.
    
7. Heat oven to 430F (390F for convection ovens).  Butter a rectangular area on a medium-sized baking pan, large enough for the Wellington to sit.  Brush the Wellington with remaining egg yolk and cook until golden and crisp - 35 mins for medium rare.  Allow to stand for 10 mins before serving in thick slices.