Step by step recipe:

1. 2 min.

   Prepare the beef

   Ask your butcher for a good chunk of fillet in one piece.
   
   Salt and pepper all over.
2. 4 min.
   Heat 2 tablespoons oil in a frying pan on high heat.
   
   When good and hot, brown the beef all over.
   
   Note: this is not to cook it, just colour the outside for about 1 minute on each side.
3. 10 min.
   Leave the meat on a wire rack to rest and cool.
4. 10 min.

   Prepare the mushroom duxelles

   Prepare 1 shallot and chop finely.
   
   Peel the mushrooms and chop small.
5. 8 min.
   Pour 4 tablespoons olive oil into a frying pan on medium heat.
   
   When hot, add the chopped shallot, salt and pepper and cook for 1 minute without colouring.
   
   Then add the mushrooms, but do not add any more salt at this stage. Cook for 2 to 3 minutes.
6. 1 min.
   Remove from the heat, add 1 tablespoon parsley, salt and pepper, then mix well.
   
   Leave to cool and set aside.
7. 4 min.

   Make the stuffing

   Cut 30 g Foie gras into small pieces and put in a bowl.
8. 2 min.
   Add the mushroom duxelles and mix well.
   
   The stuffing is now ready.
9. 5 min.

   Assemble the beef Wellington

   Roll out 200 g Puff or flaky pastry (pâte feuilletée) (if not ready rolled) and pierce a small hole or two in the centre to let out the steam.
   
   Lay the pastry in a loaf tin, as in the photo, leaving the excess pastry draped over the side. This trick helps to keep everything in shape during assembly.
10. 2 min.
    Place the beef on a buckwheat pancake...
11. 1 min.
    ...and wrap up firmly.
    
    This is another good tip (fron Thierry Marx): the pancake absorbs the excess meat juices during cooking and this helps to keep the pastry nice and crisp. The pancake blends in with everything else when eaten and your guests might not even notice it.
12. 3 min.
    Spread a layer of mushroom-foie gras stuffing in the bottom, about the same length as the beef.
13. 1 min.
    Lay the wrapped beef on the stuffing.
14. 3 min.
    Spread the rest of the stuffing over the top.
15. 3 min.
    Lastly, fold over the sides of the pastry to seal everything in.
    
    To lighten the calorific load, you can trim off the excess pastry.
16. 1 min.
    Brush the pastry with beaten egg (for a golden-brown finish when cooked).
17. 2 min.
    Turn the beef Wellington out of the tin onto a sheet of cooking parchment laid on a baking sheet. Brush the top side of the pastry with beaten egg.
18. 40 min.
    Cooking should take around 30 to 40 minutes for 750g of meat, but the best way to be sure is to use an electronic thermometer stuck into the centre of the meat. Stop cooking at 140°F (60°C) for "just done" or 122°F (50°C) for "rare".
19. 15 min.
    While the meat is cooking, prepare your choice of sauce. This dish is traditionally served with port sauce (blond roux and port left to reduce), but I am not really a fan. I prefer a marchand de vin sauce made with blond roux and Noilly Prat left to reduce, as shown in this photo.
20. 
    Take the beef Wellington out of the oven and leave to rest for 5 minutes before serving in thick slices...
21. 
    ...with your chosen accompaniment, potato purée in this case.