Beef Wellington is the name given to fillet of beef lightly covered with duxelles (shallots and mushrooms cooked in butter) and/or a good liver pâté, then wrapped in puff pastry and cooked until golden.
Preheat the oven to hot 220°C (425°F/Gas 7). Remove and reserve the thin muscle from the side of the main beef fillet. Remove and discard the shiny surface membrane and tie the fillet with string at 2 cm (¾ inch) intervals.