BEEF WELLINGTONS:

• 4 (1 1/2"-thick) center-cut filet mignons ((about 6 ounces each))
• 4 ounces large mushrooms
• 1 tablespoon unsalted butter
• 1 tablespoon finely chopped shallot
• 1 tablespoon minced garlic
• 1 large egg ((whisked with 1 tablespoon water))
• 1 sheet puff pastry, (thawed (see Recipe Notes below))
• 4 tablespoons crumbled Gorgonzola cheese

MADEIRA WINE SAUCE:

• 1 teaspoon olive oil
• 2 tablespoons finely chopped shallots
• 1/2 cup Madeira wine
• 3/4 cup beef broth
• salt and pepper
• 3 tablespoons butter, (at room temperature (divided))
• 1 teaspoon all purpose flour
• 2 teaspoons chopped parsley

PREPARE THE BEEF WELLINGTONS:

1. Preheat oven to 425°F.
2. Pat filets mignons dry and season with salt and pepper. In a shallow roasting pan, roast filets in middle of oven 12 minutes, or until a meat thermometer registers 110°F. for rare, and cool (filets will be baked again after being wrapped in pastry). Chill filets, covered, until cold, about 1 hour.

3. Thinly slice mushrooms and in a heavy skillet cook in butter with shallot, garlic, and salt & pepper to taste over moderate heat, stirring, until mushrooms are lightly browned. Transfer mushroom mixture to a bowl to cool completely. In a small bowl lightly beat egg with water to make an egg wash.

4. On a lightly floured surface roll out puff pastry sheet into a 14-inch square. Trim edges to form a 13-inch square and cut square into 4 (6 1/2-inch) squares.

5. Put 1 tablespoon gorgonzola in the center of 1 square and top with 1/4 mushroom mixture. Top the mushroom mixture with a filet mignon, pressing it down gently, and wrap 2 opposite corners of the puff pastry over the filet, overlapping them. Seal the seam with egg wash. Wrap the remaining 2 corners of the pastry over completely. Arrange beef wellington, seam side down, in a non-stick baking pan. Make 3 more beef wellingtons in the same manner. Chill the remaining egg wash for brushing on pastry just before baking. Chill the beef wellingtons, loosely covered, at least 1 hour and up to 1 day.

6. Preheat the oven to 425°F. Brush the top and sides of each beef wellington with some remaining egg wash and bake 20 minutes, or until the pastry is golden.

PREPARE THE MADEIRA WINE SAUCE:

1. While the wellingtons are baking, prepare the sauce: Heat the olive oil in a saucepan; add the shallots and sauté until soft. Add the wine and cook over high heat- about 30 seconds; add the broth and bring to a full rolling boil, stirring constantly. Add a little salt and pepper to taste. Continue cooking, stirring occasionally, until reduced by half. Meanwhile, blend 2 tablespoons of butter and flour in a small mixing bowl. Stir it into the reduced sauce and cook briefly. Swirl in the remaining tablespoon of butter.

2. When ready to serve, place the wellingtons on serving plates and pour sauce over the top. Serve immediately.

• This recipe calls for a sheet of puff pastry from a 17.25-ounce package of frozen puff pastry.