1. Season filets with half the salt and pepper, or to taste. Spray a nonstick skillet with vegetable cooking spray and heat over medium heat. Cook filets on both sides until well browned, about 2 minutes per side. Remove from heat and chill in the fridge for at least 3 hours. This step can be done a day in advance. Wipe the skillet clean.
2. Prepare duxelles. Place mushrooms, shallots, garlic, and thyme in a food processor or blender. Work in batches if necessary and pulse until finely chopped.
3. Add oil to the nonstick skillet and heat over medium-high heat. Add mushroom mixture and season with remaining 1/8 teaspoon each salt and pepper, or to taste. Saute until vegetables begin to release their juices, about 3 minutes, then continue to saute until the liquid has evaporated, about 18 to 20 minutes; mushrooms should be almost paste-like. Refrigerate until chilled, at least 1 hour and up to overnight. Duxelles may also be prepared a day in advance and stored, covered and refrigerated.
4. When ready to bake the Wellingtons, preheat oven to 425 degrees. Spray a baking sheet with vegetable cooking spray.
5. Remove beef and duxelles from fridge. Cut pastry sheet into four squares. Using a rolling pin dusted with flour, slightly roll out each square. Brush one side of the pastry with beaten egg. Place 1/4 of the duxelles on each of the squares and spread out evenly, leaving a 1-inch border. Place filets on top of the duxelles and wrap the dough up and around and seal. Transfer tothe baking sheet, seam side down, and brush all visible dough with egg. Make sure there's at least 1 inch of space around each wrapped filet. Cut a slit in the top of each to allow the steam to escape.
6. Bake for 22 to 28 minutes for mediumrare center and a golden brown pastry top. Allow to rest for 5 to 10 minutes, then serve.
Source: Hannaford fresh Magazine, September - October 2012