For the mushrooms: In a skillet, add butter over medium high heat. Add onions and cook until lightly browned. Add mushrooms, thyme, bay leaf, salt and pepper and cook 8 minutes. Add garlic and cook 1 minute. Add wine and cook until all the liquid has evaporated about 5 minutes.

Allow mixture to cool, and store in the refrigerator until needed. They can be made the day before.

Salt and pepper the filets and allow to come to room temperature for 30 minutes. In a large skillet over medium high heat, add butter and oil and allow all the milk solids to evaporate and the pan to get very hot. Add 4 filets to pan. Sauté for 2-3 minutes until they are brown and crisp on the outside. Turn over and brown on the other side. Be sure your pan is very hot so that you just sear the meat and don’t overcook it, and don’t crowd the pan or the meat will steam rather than sear. (Check the sides to be sure the filets are still red in the middle.) Remove to a plate. Add remaining filets and brown on both sides. Remove to the plate. Save the pan and any meat juices to make gravy (see gravy recipe below).

Allow filets to come to room temperature, and then place in refrigerator. Filets can be made the day before and stored in the refrigerator.

Wrapping the filets in puff pastry:

Thaw puff pastry according to package. Place 4 sheets of puff pastry on a lightly floured surface and carefully pinch all the seams together to make one sheet.

Divide the mushrooms into 8 portions. Take one portion and place in the center of one corner and add the filet on top. Make sure you have enough pastry to cover entire filet. Cut a rectangle 1 ½ inches larger than the filet and then cut a square in each corner of the pastry so the dough doesn’t bunch up. Save the scraps to cut out decorations.

Fold each side panel onto the top, stretching the dough a bit if necessary to make the ends meet, or slightly overlapping if necessary. Follow suit with the top and bottom panels. Seal the panels together by pressing in the top panel where it meets the bottom panel and by pinching each of the four sides together where the panels meet. Don’t worry if the package doesn’t look gorgeous; it’s more important that it’s well sealed so the juices don’t leak out.

Hold the package upright in your hands, securing all the seals and smoothing the rough spots to make the package into a neat, oblong block. Set it seam side down and gently press the top and sides to make them as even all the way around as possible.

Continue gauging how much space you need to wrap each filet and place the mushroom mixture down first and then the filet. You will have to use the remaining puff pastry sheets and place on a lightly floured surface and continue with remaining filets.

With a wet pastry brush, add the decorations on top. Set the Wellington’s on a baking sheet. At this point they can be refrigerated overnight.

Pre heat the oven to 425°F.

In a small bowl add egg and whisk well. Remove the Wellingtons from the refrigerator and brush the entire Wellington with egg wash. Cut several steam vents in each Wellington.

Place in oven and bake for 12-15 minutes or until they are nicely browned and the internal temperature is 110°F (be sure the tip of the thermometer is inserted in the center of the package). Remove and serve immediately.

To make Gravy:

To the same skillet you sautéed the filets, add butter and allow to almost brown. Add onion, carrot, celery, and garlic and cook until the onion is brown – about 10 minutes. Add wine and cook for 2 minutes. Transfer vegetables to a saucepan and add glace de viande and beef broth and cook over medium low heat for 40 minutes. Taste for salt and pepper. Strain over a bowl and reserve gravy. Gravy can be made several days ahead and stored in the refrigerator.