Method

1. Heat the oven to 220°C. Place the fillet on a roasting tray, brush with 15ml olive oil and season with pepper. Roast for 15 mins for medium-rare or 20 mins for medium.  Remove from the oven to cool, then chill in the fridge for about 20 mins.
2. While the beef is cooling, chop the mushrooms as finely as possible so they have the texture of coarse breadcrumbs.
3. Heat 30ml of the olive oil and 50g butter in a large pan. Fry the mushrooms, with 1 large sprig of fresh thyme, for about 10 mins, stirring often, until the mixture has softened. Season the mushroom mixture, pour over 100ml dry white wine and cook for about 10 mins until all the wine has been absorbed. The mixture should hold its shape when stirred. Remove the thyme and cool the mixture.
4. Place a piece of cling film over a large chopping board. Lay the slices of bacon on the cling film, slightly overlapping. Spread the mushroom mixture over the bacon. Place the fillet on top. Use the cling film’s edges to draw the bacon around the fillet, then roll it into a sausage shape, twisting the ends of cling film to tighten it as you go. Chill the fillet while you roll out the pastry.
5. Dust your work surface with a little flour. Unroll the puff pastry. Remove the fillet from the cling film and sit it in the centre of the  pastry. Wrap the pastry around the fillet.  Cut of any excess and use to decorate. Brush the pastry’s edges with the beaten egg to seal. Gaze all over with more beaten egg.
6. Bake at 200°C until golden and crisp – 20-25 mins for medium-rare beef, 30 mins for medium. Allow to stand for 10 mins before serving in thick slices.