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First soak the dried porcini in 400ml of kettle-hot water and set aside. Pat the beef fillet with kitchen paper to dry it of any blood then season with salt and then heavily with black pepper. Heat the olive oil in a large frying pan until very hot then spend 8-10 mins searing and turning the fillet with tongs until it’s well browned on all sides. Hold it up to sear both ends as well. Set the beef aside on a tray to catch any juices and turn the heat off the pan but don’t clean it.
Drain and squeeze out the dried porcini but reserve the juice and tip the porcini into a food processor with the other mushrooms and thyme. Season everything with salt and pepper and pulse until finely chopped but not completely smooth. Place the beef pan back on the heat with the butter and when it starts to sizzle add the shallot and cook for 2 mins until softened. Turn the heat up and tip in the mushrooms, add a splash of Worcestershire sauce and cook everything for 10-12 mins until you have a paste that comes away from the side of the pan. Tip into a bowl to cool, stir through the parmesan if using and set aside. Turn off the heat from the pan but don’t clean it. The beef can be seared and the mushroom mixture can be made several hours in advance.
For the first stage of assembly get a large sheet of cling film and overlap the prosciutto slices on it in a row, tip the mushroom mix on top then cover with another sheet of cling film. Either with your hands or a rolling pin, pat it down or roll it out to a thin layer that just covers the prosciutto. Remove the top sheet of cling film and sit the fillet down the centre of the mushrooms. Using the edge of the cling film lift and roll the prosciutto and mushrooms to encase the beef then use the cling film to roll everything into a tight sausage. For the best results now place the sausage in the freezer for 30 mins to firm up – do not leave for longer of cooking times will be affected.
On a lightly floured surface, roll the pastry to a rectangle a little larger than a magazine, trim the edges to neaten and save the trimmings. Lightly brush the pastry all over with beaten egg. Carefully unwrap the prosciutto parcel and lay in the middle of the pastry. Like wrapping a parcel or making a spring roll fold the shorter edges over the fillet then roll the whole thing around the fillet to encase. For a really neat finish get another clean sheet of cling film and roll the Wellington into a sausage tight sausage again. Place in the fridge and chill for at least 30 mins or up to a day.
Heat the oven to 220C/200C fan/gas 7 with a sturdy, lightly oiled baking tray in it. Re-roll the pastry trimmings and use to make 6 leaves. Unwrap the wellington, brush all over with egg then decorate with the leaves. Brush the leaves with more egg. Sprinkle with flaky sea salt and transfer, sealed side down to the heated baking tray. Bake the for 10 mins then reduce the heat of the oven to 200C/180C fan/gas 6 and continue to bake for 25 mins for rare meat, 30 mins for medium rare, 35 mins for medium and about 45 mins for well-done, making sure the pastry doesn’t burn (you can cover it with foil if it starts to become too dark. Remove from the oven and leave for 10 mins to relax.
To make the gravy, heat the butter in the mushroom pan and fry the shallot, thyme and bay, scraping the crispy bits of the pan with a wooden spoon. Scatter over the flour and brown then splash in the brandy, sizzle for a minute, then add the red wine and boil to a purple paste. Pour in the mushroom soaking liquid, avoiding the gritty bits at the bottom, crumble in the stock cube and any juice from the resting beef and simmer for 5 mins until you have a tasty gravy, season to taste.
Using a very sharp knife carefully carve the wellington into six thick slices. You can trim the pastry ends and serve them separately. Serve on heated plates with a jug of gravy.