Served with roasted potatoes and roasted asparagus.
Season the fillet with salt and black pepper.
With a nicely-oiled pan on high heat, sear the fillet on all sides, including the ends. For the standard medium-rare beef wellington, do not cook the fillet, just sear it, tough if you want something more cooked than medium-rare, it's wise to give it more heat here. Put it aside on a plate.
Brush the fillet with yellow mustard immediatly after taking it out of the pan. This allows the musturd's flavour to be absorbed by the fillet and thus preserve a mildly hot flavor.
Chop the mushrooms. Put them in a food processor. Transfer the purée to a sauté pan that has been heated to medium high heat to cook. Allow the mushrooms to release their moisture; once the moisture has been boiled away take the mushrooms out of pan to cool.
Lay out the slices of ham on plastic wrap and spread the mushroom mixture over the ham. Place the fillet in the middle. Wrap the fillet into a tight barrel shape twist the end of the plastic wrap to secure the wrap and the refrigerate the whole thing for 20 minutes.
Preheat the oven to 302°F/150°C.
On a lightly floured surface, roll out a sheet of puff pastry to a size that will fit the fillet. Preserve a little excess pastry. Unwrap the fillet-mushroom-ham from the plastic wrap and place in the middle of the pastry dough. Brush the edges of the pastry with the beaten egg yolks.
Place the pastry-wrapped thing on a baking tray. Brush the exposed surface again with the beaten eggs. Optionally, score the top of the pastry with a knife, to give it a better presentation. Scratch the surface of it but don't cut it through. Season it through with coarse salt.
Bake at 302°F/150°C for 35-42 minutes. The pastry should be nicely golden when done. Let it rest for about 10 minutes and cut it into 1in/2.54cm-thick slices for presentation.
About 40 minutes before serving, start the potatoes: heat the oven to 425°F. Cut the potatoes into bite-size pieces, toss with the olive oil, salt and pepper, and roast for 25–30 minutes until golden, turning once. If the oven is already in use at a lower temperature, roast on another rack and allow 10–15 minutes longer.
About 12 minutes before serving, snap the woody ends off the asparagus, toss with the olive oil and salt, and roast at 425°F (or pan-fry) for 8–10 minutes. Squeeze over the lemon.