Instructions: Preheat oven to 425 degrees.

Pat filets mignons dry and season with salt and pepper. Sear on both sides in saute pan with heated oil. Chill filets, covered, until cold, about 1 hour.

Thinly slice mushrooms and in a heavy skillet cook in butter with shallot, garlic, and salt and 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 eggs to make an egg wash.

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

Put 1 tablespoon Gorgonzola in center of 1 square and top with 1/8 of the mushroom mixture. Top mushroom mixture with a filet mignon, pressing it down gently, and wrap 2 opposite corners of puff pastry over filet, overlapping them. Seal seam with egg wash. Wrap remaining 2 corners of pastry over filet and seal in same manner. Seal any gaps with egg wash and press pastry around filet to enclose completely.

Arrange beef Wellington, seam-side down, in a non-stick-baking pan. Make 7 more beef Wellingtons in same manner. Chill remaining egg wash for brushing on pastry just before baking. Chill beef Wellingtons, loosely covered, at least 1 hour and up to 1 day.

Preheat oven to 425 degrees.

Brush top and sides of each beef Wellington with some remaining egg wash and bake 20 to 30 minutes, or until pastry is golden and the meat temperature is 117 degrees.

Sauce: Make sauce while beef Wellingtons are baking. In a saucepan, boil demi-glace and Madeira 1 minute and keep sauce warm. Serve beef Wellingtons with sauce.

This recipe yields 8 servings.

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