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Pat filets mignons dry and season with salt and
pepper. In a
shallow roasting pan roast filets in middle of
oven 12 minutes, or
until a meat thermometer registers 110F for rare,
and cool. Chill
filets, covered, until cold, about 1 hour.
Thinly slice mushrooms and in a heavy skillet cook
in butter with
shallot, garlic, and salt and pepper to taste over
moderate heat,
stirring, until mushrooms are lightly browned.
Transfer mushroom
mixture to a bowl to cool completely. In a small
bowl lightly beat
egg to make an egg wash.
On a lightly floured surface roll out puff pastry
sheet into a
14-inch square. Trim edges to form a 13-inch square
and cut square
into four 6 1/2 inch squares. Put 1 tablespoon
Gorgonzola in center
of 1 square and top with one fourth mushroom mixture.
Top mushroom
mixture with a filet mignon, pressing it down gently,
and wrap 2
opposite corners of puff pastry over filet, overlapping
them. Seal
seam with egg wash. Wrap remaining 2 corners of
pastry over filet
and seal in same manner. Seal any gaps with egg
wash and press pastry
around filet to enclose completely. Arrange beef
Wellington, seam
side down, in a non-stick baking pan. Make 3 more
beef Wellingtons
in same manner. Chill remaining egg wash for brushing
on pastry just
before baking. Chill beef Wellingtons, loosely
covered, at least
1 hour and up to 1 day.
Preheat oven to 425F. Brush top and sides of each
beef Wellington
with some remaining egg wash and bake 20 minutes,
or until pastry
is golden.