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For detailed step-by-step images to help with creating your wellington, visit our guide page. Firstly, dry the venison with kitchen paper, then season well. Heat the oil in a frying pan and sear the meat all over for about 8 mins. Brush with mustard, leave to cool, then chill for 20 mins. Reserve any juices for the gravy.
Melt the butter and soften the shallot and garlic. Add the mushrooms, herbs and seasoning, and cook for 10 mins until you have a paste-like mixture. Add the brandy and cook until it’s evaporated. Leave to cool.
Overlap 2-3 sheets of cling film on a clean surface and lay the prosciutto in 2 rows, slightly overlapping each slice. Spread the cooled mushroom paste all over the prosciutto, creating a thin, even layer.
Place the fillet in the centre of the mushroom mixture. Using the edge of the cling film, carefully draw the layer of prosciutto and mushroom around the meat.
Roll into a sausage shape, twisting the ends of the cling film as you do, to form a tight log. Chill for 30 mins to firm up.
On a lightly floured surface, roll the pastry to a rectangle a little larger than a magazine, and trim the edges to neaten.
Carefully unwrap the prosciutto parcel and lay in the middle of the pastry.
Fold over the bottom half of the pastry. Lightly brush the rest of the sheet with beaten egg.
Roll the whole thing around the meat to encase. Neatly fold under the shorter edges to create a parcel.
Transfer to a baking sheet and, using your hands, smooth the pastry around the meat, pressing it firmly to avoid any air being trapped. Brush the pastry all over with beaten egg yolk.
Chill for at least 30 mins or up to 24 hrs. Then, using the back of a knife, mark the pastry, being careful not to cut all the way through. Heat the oven to 220C/200C fan/gas 7.
Lightly oil a non-stick baking tray and heat until hot. Put the wellington on the tray and bake for 30 mins (35 mins for well done). Remove from oven, brush with extra egg and rest for 20 mins.
To make venison gravy, melt a large knob of butter in a medium pan, add 1 finely chopped shallot, 1 crushed garlic clove and 1 thyme sprig, and cook until soft. Add 1 tbsp flour, brown for about 1 min, then pour in 250ml Port and reduce by two-thirds. Add 400ml beef stock and any reserved juices from the venison, then reduce again by two-thirds until syrupy. Season, add 1 tbsp redcurrant jelly, if you like, and strain before serving.