Shape the Beef: Wrap each fillet tightly in plastic wrap to hold its shape. Chill overnight or for several hours.

Sear the Fillets: Remove the wrap. Sear each beef fillet in hot olive oil for 30–60 seconds per side until just browned. Let cool completely.

Make the Mushroom Duxelle: Sauté chopped mushrooms in olive oil with thyme, salt, and pepper over high heat for 10 minutes until they form a thick paste. Set aside to cool.

Prep the Pastry and Ham Layers: Roll out the pastry into two large rectangles and chill. On a fresh sheet of plastic wrap, arrange 4 overlapping slices of ham in a square. Spread on half the duxelle. Place one fillet in the center, and roll it up tightly using the wrap. Chill. Repeat for second fillet.

Assemble the Wellington: Brush pastry edges with egg wash. Unwrap the ham-wrapped beef and roll into the pastry, sealing the edges. Trim excess and brush the whole thing with more egg wash. Chill 30 more minutes.

Make the Sauce: In a saucepan, brown beef trimmings in oil. Add shallots, peppercorns, bay leaf, and thyme. Cook until golden. Deglaze with vinegar, reduce slightly, then add wine. Reduce until thick, then add stock and simmer for 1 hour. Strain and season.

Bake: Preheat oven to 200°C (about 390°F). Score pastry lightly, brush with egg wash again, and bake for 15–20 minutes until golden. Rest for 10 minutes before slicing.

Serve: Slice and serve hot with the red wine sauce on the side.