The best beef Wellington

Warm a large frying pan over a high heat. Rub the beef with oil, season lightly with salt, then sear on all sides until well browned all over. Allow the meat to sear unmoved on each side to form a dark, caramelised crust for maximum flavour – this should take 1-2 minutes each side. Remove from the heat and allow to cool to room temperature.

Using a food processor (or chopping board and sharp knife), blitz the mushrooms until finely chopped. Melt the butter in the pan used to sear the beef, then add the shallots and sauté over a low heat for 4-5 minutes until softened. Add the mushrooms and increase the heat to medium. Fry for 8-10 minutes, until dry, beginning to brown and all their moisture is released.

Blitz or chop the chestnuts to a fine texture, then stir into the mushrooms with the herbs and garlic. Add the Madeira and cook for 2 minutes more, scraping the base of the pan to release the flavour. Transfer into a bowl, cool completely, then cover and chill until needed.

Lay the filo pastry sheet on a large chopping board and arrange the ham slices across the centre in a slightly overlapping single layer. Spread the mushroom mixture or duxelles over the top of the ham into an even layer. Brush the cooled beef fillet all over with horseradish, then place along the short edge of the filo on top of the mushrooms. Wrap tightly, folding the mushroom, ham and filo together around the beef fillet to fully encase it. Don’t worry if the filo sheet splits slightly.

Unroll the puff pastry sheet and, using a rolling pin, flatten the pastry (if needed) to create a rectangle large enough to wrap the filling. Place the filo-wrapped beef against the short side of the puff pastry, then brush the exposed pastry with beaten egg yolk. Roll the fillet tightly in the pastry, pinching at the seam to seal. With the seam underneath the roll, fold in the edges as if you were wrapping a gift, using more egg yolk to seal if needed. Transfer to a baking tray and chill for at least 30 minutes (or up to 3 days).

Preheat the oven to 200ºC, gas mark 6. Brush the top of the Wellington with egg yolk, then score a pattern into the top with a sharp knife (don’t cut all the way through). Sprinkle with sea salt flakes, then bake for 35-40 minutes for rare to medium rare, until deep golden (see tip). Leave to rest for 10 minutes, then use a serrated knife to serve.