Beef tenderloin (I buy a big one at Sam's or Costco and cut off some prime filets to freeze and use the mangy leftovers for mini wellingtons)
Frozen puff pastry thawed
shallots (you can use regular onion but I prefer the delicate taste of shallots)
mushrooms (any kind)
blue cheese crumbled or gorgonzola
Okay, here goes: I first melt some butter and add chopped shallots and mushrooms and cook a bit and then add a few cloves of garlic that are chopped. Put this aside and cut up the beef to bite size (about half of a female thumb or a little smaller). I pat these dry and add s and p. I plop a little olive oil in a saute pan and add the tenderloin and brown just enough to get the red out of the outside layer. They will be baked again so don't over cook; you are just searing the outside. Put these aside and take an egg and whisk it and add a little water for a wash. To prepare the puff pastry dough I use a pasta machine to thin it out (using lots of flour to eliminate any sticking) but in the old days before the machine and before the fingers decided to not work so good, I used a trusty old rolling pin. Make it nice and thin but without any holes poking through.
Cut the pastry into squares, about three to four inches. I do this all on a floured cutting board.
Place the beef in the center and top with a smidgin of the mushroom mix and a drop of crumbled cheese. Take your finger and dot the corners with the wash. Take two corners and cover the wad. Take the other two corner and wrap up the package completely. Drop in the egg/water mix to give it an egg wash. Place on a sheet pan or tray or whatever with parchment dusted with flour. When you have the tray done, place in the freezer to, guess what?, freeze. Bag in freezer bags and take out as needed. Bake at 375º (or your favorite temp; it really doesn't matter) until golden. Serve to uhhhs and ahhhh's. I like to place them on something that doesn't show any grease, therefore, in the picture above I use the same thing I use as pie weights, baked until hard garbanzo beans. You can use them over and over. Enjoy!