Save 51% on your subscription
Plus, receive a copy of Good Food's Homemade Christmas
Heat the oven to 200C/180C fan/gas 6. Cut the squash lengthways into eight long chunky pieces and put in a large roasting tin with the shallots. Toss in a little oil, season and roast for 20 mins. Add the pecans and roast for 10 mins more, or until the squash is cooked but still firm.
Leave the squash to cool completely, but tip the nuts and shallots into a non-stick pan. Add the maple syrup, balsamic vinegar and plenty of seasoning, and stir over the heat until the shallots start to caramelise. Leave to cool.
Roll out the pastry on a lightly floured surface to a rectangle about 32 x 38cm. Trim 2cm from one of the long edges and set aside. Transfer the pastry to a baking tray. Place 4 of the pieces of squash down the longest length in the middle to make a rectangular block, keeping a generous border of pastry all the way round. Place another 2 pieces of squash on top. Trim the remaining 2 pieces and put crossways at the end. Scatter over the sage and blue cheese, then top with the shallots and pecans. Lightly press to compact everything together.
Brush round the pastry edges with the egg, then draw the two long edges up to meet and pinch together to seal – as you would a Cornish pasty. Tuck under the pastry at both ends, then brush all over with egg. Cut leaf shapes from the pastry trimmings and use to decorate the top of the Wellington. Glaze again and make a couple of small air holes with the point of a knife.
To freeze: Open-freeze on a baking tray until solid, then wrap in cling film then foil. It will keep for 2 months. To serve, heat the oven to 200C/180C fan/gas 6 and put a baking tray in to heat up. Unwrap the Wellington and place on the hot tray. Bake for 30 mins. Cover lightly with foil and bake for 35-40 mins more, taking off the foil for the final 10 mins. Leave to settle for 10 mins before thickly slicing, or the cheese will be too melty and run out. (If cooking from fresh, chill the Wellington for at least 30 mins before cooking – it then needs only 30-40 mins in the oven.)