• Wrap each piece of beef tightly in a triple layer of cling film to set its shape, then chill overnight 
  • Remove the cling film, then quickly sear the beef fillets in a hot pan with a little olive oil for 30-60 seconds until browned all over and rare in the middle. Remove from the pan and leave to cool.
  • Finely chop the mushrooms and fry in a hot pan with a little olive oil, the thyme leaves and some seasoning. When the mushrooms begin to release their juices, continue to cook over a high heat for about 10 minutes until all the excess moisture has evaporated and you are left with a mushroom paste (known as a duxelle). Remove the duxelle from the pan and leave to cool.
  • Cut the pastry in half, place on a lightly floured surface and roll each piece into a rectangle large enough to envelop one of the beef fillets. Chill in the refrigerator. 
  • Lay a large sheet of cling film on a work surface and place 4 slices of Parma ham in the middle, overlapping them slightly, to create a square. Spread half the duxelle evenly over the ham. 
  • Season the beef fillets, then place them on top of the mushroom-covered ham. Using the cling film, roll the Parma ham over the beef, then roll and tie the cling film to get a nice, evenly thick log.
  • Repeat this step with the other beef fillet, then chill for at least 30 minutes. 
  • Brush the pastry with the egg wash.
  • Remove the cling film from the beef, then wrap the pastry around each ham-wrapped fillet. Trim the pastry and brush all over with the egg wash. Cover with cling film and chill for at least 30 minutes. 
  • Meanwhile, make the red wine sauce. Heat the oil in a large pan, then fry the beef trimmings for a few minutes until browned on all sides. Stir in the shallots with the peppercorns, bay and thyme and continue to cook for about 5 minutes, stirring frequently, until the shallots turn golden brown. 
  • Pour in the vinegar and let it bubble for a few minutes until almost dry. Now add the wine and boil until almost completely reduced. Add the stock and bring to the boil again. 
  • Lower the heat and simmer gently for 1 hour, removing any scum from the surface of the sauce,until you have the desired consistency. 
  • Strain the liquid through a fine sieve lined with muslin. Check for seasoning and set aside. 
  • When you are ready to cook the beef wellingtons, score the pastry lightly and brush with the egg wash again, then bake at 200°C/Gas 6 for 15-20 minutes until the pastry is golden brown and cooked. Rest for 10 minutes before carving. 
  • Meanwhile, reheat the sauce. 
  • Serve the beef wellingtons sliced,with the sauce as an accompaniment.