From http://www.guardian.co.uk/lifeandstyle/wordofmouth/2011/dec/08/how-to-cook-perfect-beef-wellington

Serves 4

Ingredients

• 10g dried porcini mushrooms
• 50g butter
• 2 shallots, finely chopped
• 300g mixed mushrooms (e.g. chestnut, oyster, shitaake, flat black)
• 1 sprig of thyme, leaves picked
• 200ml Madeira
• 2 tbsp double cream
• 250g all-butter puff pastry
• 1 tablespoon vegetable oil
• 500g beef fillet
• 1 egg, beaten, to glaze
• 1 tablespoon poppy seeds

Method

1. Preheat the oven, and a baking sheet, to 200C.
2. Soak the porcini in 150ml boiling water for 20 minutes, then squeeze out and finely chop, reserving the soaking water.
3. Meanwhile, melt the butter in a pan over a medium heat and cook the shallots until pale golden, then add the mixed mushrooms, porcini and thyme and cook until softened
4. Pour in 150ml madeira, season, turn up the heat and cook until the wine has evaporated.
5. Take off the heat and scoop 3/4 of the mixture into a bowl. Mix in the double cream, taste for seasoning and set aside.
6. Heat the oil in a pan over a high heat and, when smoking, add the fillet and sear briefly on all sides until crusted. Season well and allow to cool. Don't wash the pan yet - you'll need it for making the sauce.
7. Roll out the pastry to a rectangle about 25cm x 30cm and 3mmm thick.
8. Brush all over with egg, and then spread with the cream duxelle mixture.
9. Put the beef at one end and carefully roll up, positioning it seam side down, and then trim the edges an tuck in to seal the parcel, using the tines of a fork to press the edges together.
10. Paint with egg and sprinkle with poppy seeds.
11. Put on to the hot baking sheet and cook for 30 minutes until golden, then set aside to rest for 5 minutes.
12. Deglaze the beef pan with the remaining Madeira and then add the rest of the mushroom and the porcini soaking liquid and allow to reduce slightly.
13. Taste, season and serve with the beef wellington.