Place all marinade ingredients (except salt, vermouth
and cognac) in a small saucepan.
Cook slowly until vegetables are tender.
Remove from heat and let cool.
Season filets with salt; place in ziplock bag; add
marinade mixture; pour on the wine and cognac.
Refrigerate 2 to 3 hours.
Remove from marinade.
Heat 1 T oil in a heavy duty saute pan over high
Add filet and sear briefly on all sides.
Return to refrigerator until ready to assemble the
Reserve marinade for sauce.
Mince mushrooms in food processor until very small.
In the corner of a clean kitchen towel, twist the
mushrooms a handful at a time to extract as much
of the mushroom juices as possible.
I usually dampen the towel first so it won't absorb
the juices of the mushrooms.
Reserve the juices for the sauce.
Saute mushrooms and shallots in butter 7 or 8 minutes
or so until the mushroom pieces separate from each
other and begin to look dry.
Add the madeira and boil until liquid has evaporated.
Season to taste and stir in the pate or foie gras.
Simmer marinade ingredients and mushroom juices
with 2 cups beef broth and 1 T tomato paste for
1 hour or so until reduced to 2 cups.
Degrease, season and thicken with 2 Tbs. cornstarch
mixed with 1/4 cup Madeira.
All of these steps can be prepared well in advance
and even frozen in separate containers.
Simply thaw everything before proceeding.
I usually get two Wellingtons out of each sheet
of puff pastry.
It depends on the size of the steaks.
Roll out each sheet a little to accomodate the size
of the filet.
Cut sheet in half.
Lay one sheet of Prosciutto on each half.
Place a spoonful of mushrooms on top; place a filet
on top of mushrooms; spoon a little more mushrooms
on top of filet; wrap filet in pastry.
Pinch to seal.
If you have any pastry left over, be creative and
decorate the Wellingtons to fit the occasion.
Place on parchment lined cookie sheet.
Refrigerate at least 30 minutes or until ready to
Preheat oven to 375^F.
Egg wash the tops of the Wellingtons.
Bake until golden brown.
About 25 minutes.
Use an instant read thermometer to insure that the
meat is done to your liking.
If Wellingtons start to brown too much before the
meat is ready, cover with foil and cook until it
Serve with the Madeira sauce spooned on top.