Found this on Reddit. This appears to be a variation of a Gordon Ramsey recipe for Beef Wellington in which he uses a whole filet, video is here: https://www.youtube.com/watch?v=5uXIPhxL5XA . In the video, Ramsey adds chestnuts to the food processor along with the mushrooms (it's a holiday video). He also wraps the filet in parma ham, says to use "english" mustard, and bakes it at 400deg for 35 minutes.
Ingredients
2 filet mignon (likely 6-8 oz)
3 tbsp butter
6 oz mushrooms
1/3 cup onion, diced
1 clove garlic, minced
1/2 tsp salt
1/4 tsp pepper
prosciutto or parma ham
2 tbsp Colman's English Mustard
1 sprig thyme
1/4 cup sherry
eggs
puff pastry sheet
Instructions
Salt and pepper filets on all sides. Sear filets on all sides on high heat (Ramsey seared in olive oil). Remove from heat and immediately brush with thin layer of mustard while still warm. Set aside.
Put mushrooms and onion in food processor, add salt and pepper, then chop super fine.
In a pan, melt butter, then combined mushrooms / onion mix. Sautee vegetables until all water is removed. Add garlic and sautee until fragrant. Add sprig of thyme and sherry, and reduce. Mixture should be very dry.
Cut pastry sheet in half, or big enough to generously wrap around the fillet, and place on top of cling film. Add one thin slice of the prosciutto or parma ham. Use a spoon to put 1/4 the mushroom mixture in a small pile in the center of the ham, set the fillet on top, and place another 1/4 of the mushroom fixture on top of the fillet. Use the cling film to fold the pastry sides up and over the top, then fold the ends up to completely cover the fillet/mushrooms. Twist the cling wrap to tightly mold the pastry around the fillet. Repeat for other fillet. Refrigerate for five minutes.
Remove cling wrap, place both pastries on a rack on a baking sheet. Coat the tops with egg wash (1 tbsp milk or water, 1 egg) and sprinkle with coarse salt. bake at 425 for 25 minutes. Allow to rest for 10 minutes.