Sure, I have cooked baked fillet of beef before, but not in this classic version.
Start by taking out puff pastry sheets from freezer 30 minutes before cooking. Cut the mushrooms into small pieces, add salt and mix it until it is almost liquid. Fry it to reduce liquid to become more like an omelette.
Then take a piece of fillet of beef and fry it for 5 minutes. Take a large piece of plastic wrap and place Pancetta or Parma ham on it. Apply a small jar of foie gras and the mushroom mixture. Season the fillet of beef and place it on the yummy mixture you prepared. Roll it all together and place in refrigerator about 30 minutes. Meanwhile, grease a oven proof dish and set the oven to 200 degrees C.
After 30 minutes you make the puff pastry plates and remove the meat roll from the fridge. Brush the plates with egg yolk, apply he meat roll and seal the package. Brush and insert it into the oven for about 20 minutes until it gets a golden brown colour. Completed with a Marsala sauce. More about this magic sauce can be found through following link. A great dinner that makes a fantastic party start.