Step 1: Make the Mushroom Duxelles

1. Finely chop the mushrooms in a food processor until they resemble coarse breadcrumbs.
2. Heat a skillet over medium heat and melt butter. Add minced shallots and sauté until soft and translucent.
3. Add the chopped mushrooms and thyme to the pan. Cook, stirring occasionally, until the mushrooms release their moisture and become dry and fragrant.
4. Pour in the Cabernet Sauvignon or Sherry to deglaze the pan, scraping up any flavorful bits stuck to the bottom.
5. Continue cooking until all the liquid has evaporated, then stir in parsley, salt, and black pepper to taste.
6. Remove from heat and allow the mushroom mixture to cool completely before assembling the Wellingtons.

Step 2: Sear the Beef

1. Pat the beef tenderloin fillet dry with paper towels to remove excess moisture.
2. Season generously with salt and black pepper on all sides.
3. Heat a skillet over high heat with a small amount of oil.
4. Sear the beef for 1–2 minutes on each side, creating a golden brown crust while keeping the inside rare.
5. Remove from the skillet and let it rest on a plate for a few minutes.
6. Slice the beef into 12 equal pieces, ensuring each bite-sized piece is perfect for the mini Wellingtons.

Step 3: Assemble the Mini Beef Wellingtons

1. Roll out the puff pastry on a lightly floured surface.
2. Cut it into 12 equal squares, ensuring they are large enough to fold over the beef.
3. Place one slice of prosciutto on each pastry square.
4. Add a spoonful of the cooled mushroom duxelles on top of the prosciutto.
5. Brush each beef piece with Dijon mustard, coating it lightly for added flavor.
6. Place the beef piece on top of the mushroom mixture.
7. Fold the pastry over the filling, sealing the edges by pinching them together.
8. Place the wrapped Wellingtons seam-side down on a parchment-lined baking sheet.

Step 4: Bake the Mini Beef Wellingtons

1. Preheat the oven to 375°F (190°C).
2. Beat the egg with 1 tbsp of water to create an egg wash.
3. Brush each Wellington with egg wash for a golden, glossy crust.
4. Use a small knife to make a tiny slit on the top of each Wellington. This allows steam to escape and prevents the pastry from becoming soggy.
5. Chill the assembled Wellingtons in the refrigerator for 10 minutes before baking. This step ensures the pastry stays flaky and crisp.
6. Bake for 12–15 minutes or until the pastry is golden brown and crispy.

Step 5: Make the Gorgonzola Sauce

1. In a small saucepan, combine the crumbled Gorgonzola cheese, heavy cream, and water.
2. Heat over low heat, stirring continuously until the cheese melts and the sauce becomes smooth and creamy.
3. If the sauce is too thick, add a little extra cream or water to adjust the consistency.
4. Remove from heat and set aside for serving.