Individual Beef Wellingtons Are the Perfect Make-Ahead Holiday Main (2024)

Thaw 1 sheet puff pastry in the refrigerator according to package directions.

Prepare the following, adding each to the bowl of a food processor fitted with the blade attachment as you complete it: Coarsely chop 2 medium shallots and 2 garlic cloves. Pick the leaves from 1/4 bunch fresh thyme until you have 2 teaspoons. Trim and halve (or quarter if large) 1 pound cremini mushrooms.

Add half of the mushrooms to the food processor. Pulse until finely chopped, scraping down the sides of the bowl occasionally, in 10 to 12 (1-second) pulses. Transfer to a medium bowl.

Add the remaining mushrooms to the food processor and pulse until finely chopped, 5 to 7 (1-second) pulses. Transfer to the bowl with the other mushrooms. (Alternatively, very finely chop everything by hand.)

Trim 4 (5-ounce) filets mignons of any surface fat or silver skin. Season all over with 1 teaspoon of the kosher salt and 1/2 teaspoon black pepper.

Heat 2 tablespoons vegetable oil in a large frying pan over medium-high heat until shimmering. Add the filets and sear on the two flat sides until browned, about 3 minutes total. Transfer to a plate and refrigerate.

Pour off and discard any fat in the pan. Add 2 tablespoons unsalted butter to the pan and return to medium heat. When the butter is melted, add the mushroom mixture and the remaining 1/4 teaspoon kosher salt. Cook, stirring occasionally, until the mixture appears dry and the mushrooms bits on the bottom of the pan start to brown, 6 to 8 minutes.

Transfer the mushroom mixture to a large plate and spread into an even layer. Refrigerate until chilled, 30 minutes to 1 hour.

Lay 4 (18-inch) long sheets of plastic wrap on a work surface, with a shorter side closest to you. Arrange 2 slices of the prosciutto vertically in the center of each sheet, slightly overlapping the slices. Divide the mushroom mixture onto the prosciutto (about 1/4 cup per set) and spread into an even layer, leaving a 1/2-inch border.

Place 1 filet mignon flat-side down on the bottom edge of the mushroom mixture for each set of prosciutto. Use the plastic wrap to help you completely roll the beef up tightly in the prosciutto and mushrooms. If needed, fold any excess prosciutto on the sides like a present.

Arrange the plastic wrap so it is flat again. Move the wrapped filet back to the bottom of the plastic wrap seam-side down, then tightly roll it up in the plastic wrap and roll along the work surface a few times to tighten it up further. Fold the ends of the plastic wrap under the filet and place on a baking sheet or plate. Refrigerate for at least 30 minutes or up to 8 hours.

Arrange a rack in the middle of the oven and heat the oven to 400ºF. Line a rimmed baking sheet with parchment paper. Beat 1 large egg in a small bowl.

Lightly dust a work surface with all-purpose flour and unfold the puff pastry onto it. Roll the pastry into a 14x14-inch square. Cut the pastry into 4 (7x7-inch) squares.

Working with one wrapped filet at a time, remove from the plastic wrap and place seam-side down in the center of one pastry square. Fold 2 opposite corners up and secure them at the top with a bit of egg wash; trim off any pastry that overlaps with a pair of kitchen shears. Repeat with the remaining 2 corners, leaving the top corner untrimmed. Tuck in and flatten any parts of the pastry that are sticking out and make sure the filet is completely encased in a single layer of pastry.

Place seam-side up on the baking sheet. Brush all over with egg wash, and sprinkle with flaky salt, if desired.

Bake until the center of the Wellingtons registers 120 to 125ºF for medium-rare and the pastry is golden brown, 20 to 24 minutes. (Loosely cover the top with aluminum foil if needed if the pastry is browned before the filet is ready.) Let rest for 5 minutes on the baking sheet before serving (the internal temperature will continue to rise as it rests).