The most efficient way to buy filet mignon is to purchase a full beef loin PSMO (peeled, side muscle on). I bought a seven pound PSMO at Costco for $9.95 per pound and cut it up. I ended up with two 1 ½ inch steaks (from the ends), five 3 inch thick roasts (each suitable for Beef Wellington or cut into two 1 ½ inch thick steaks) and an extra part called the chain (I will use this for Philly Cheesesteak, steak risotto or stir frying).

It took me several tries (this is the fourth time I’ve made Beef Wellington) to roll the beef, mushroom and ham mixture tight enough (and I still can’t do it every time) so don’t worry if it isn’t perfect. Also, although Gordon Ramsey’s original recipe calls for Parma ham (prosciutto here in the U. S.) we found the flavor too overpowering. I found that thinly sliced smoked Virginia ham works very well.

Ingredients
1 lb. filet mignon (it will look like a mini-roast)
12 ozs. mushrooms
8 slices smoked Virginia ham (enough to roll around the filet)
1 sheet (approx. 8 ozs.) puff pastry
1 egg yolk
1 tbsp. water

Recipe
1) Pre-heat oven to 400° F.
2) Heat olive oil in a pan and sear the filet on all six sides. Move to a separate plate to cool. You want to get the outside nicely caramelized. Don’t worry about cooking the inside at this point. Move to a separate plate to cool.
3) Chop the mushrooms and blend in a food processor until very finely chopped. Doing this by hand is nearly impossible as you want the pieces to be as small as possible and all the same size.
4) Move the mushrooms to a hot pan and cook until all the water evaporates stirring occasionally so it doesn’t burn. Move to a cold burner to cool.
5) Lay the slices of ham on plastic wrap two slices wide and four slice long. It will need to be a rectangle of ham slices that is large enough to wrap around the filet (you may only need one wide if your ham is very wide). Spread the chopped mushrooms over the ham.
6) Put the filet on the bottom of the ham and mushrooms and use the plastic wrap to tightly wrap the filet inside the ham and mushrooms. Refrigerate for 10 minutes.
7) Roll out the puff pastry so that it is large enough to wrap around the wrapped filet. Depending on the size of the filet you may not need to roll out the puff pastry at all.
8) Mix the egg yolk and water to make an egg wash.
9) Remove the filet from the refrigerator and take off the plastic wrap.
10) Brush the egg wash on all four edges of the puff pastry, put the wrapped filet towards the bottom of the puff pastry and roll the filet in the puff pastry. Use the egg wash to seal the seam and fold the ends over the seam (you can trim the ends if necessary) using the egg wash to seal the ends to the underside.
11) Place the puff pastry package seam side down on a plate and egg wash the top. Refrigerate for five minutes.
12) Egg wash the top and score the puff pastry with “V” cuts from one end to the other (do not cut through the pastry). Bake for 35 minutes or until center is 130° F for medium rare (40 minutes or 140° F for medium). Let rest for 10 minutes before slicing.