Prepare the components of the Wellington the day before or the morning before you intend to assemble them. Once assembled, freeze them for at least six to eight hours (ideally overnight) and up to a week.
For the pastry:
3 packages (1 pound each) frozen puff pastry (6 sheets total), such as Pepperidge Farm Brand
Flour for rolling
For the Mushrooms:
2 large portabella mushrooms, stems removed
6 Tablespoons olive oil; more for cooking
2 cloves garlic, minced
1/2 teaspoon fresh thyme leaves, lightly chopped
1/2 teaspoon very roughly chopped fresh rosemary
Course salt and freshly ground black pepper
For the onions:
4 Tablespoons unsalted butter
3 medium onions (about 6 ounces each), thinly sliced
1/2 cup medium-dry sherry (i prefer Amontillado)
Course salt and freshly ground black pepper
For the spinach and cheese:
12 cups tightly packed spinach (about 14 ounces)
Pinch ground white pepper (optional)
2 Tablespoons unsalted butter
6 ounces Maytag blue cheese (or other good-quality blue, such as Roquefort)
For the filets:
6 portions beef tenderloin, 5-6 ounces (choose equal-size center-cut portions)
Coarse salt and freshly ground black pepper
About 3/4 cup olive oil; more as needed
2 eggs, whited together lightly with 1 teaspoon water
To cook the Wellingtons:
2 eggs, whisked together lightly with 1 teaspoon water
Prepare the pastry and fillings:
Roll and cut the pastry-Roll out each of the six pastry sheets to about 3/16 " thick and, using a sharp knife, cut out a 10" round from each. From the scraps, cut out your desired shapes to use as adornment. Layer the pastry rounds (and the adornments) between pieces of waxed paper or parchment wrap the bundle well in plastic, and freeze again.
Cook the mushrooms-In a shallow bowl, toss the portabellas with the oil, garlic, thyme, and rosemary; cover and marinate in the refrigerator for 2 hours. Remove the portabellas from the marinade (they will have soaked up most of it) and season with salt and pepper. Heat a heavy skillet over medium-high heat, add a thin film of oil, and sear the portabellas on both sides on both sides until they've softened and browned, about 5 minutes per side. Transfer them to paper towels and turn them once to drain both sides. When cool, cut them in half and cut the halves into strips about 1/2 inch thick.
Caramelize the onions-Melt the butter in a heavy sauté' pan over medium heat. Add the onions, reduce the heat to medium low, and cook slowly, stirring occasionally, until well browned, soft, and sweet, 30 to 40 minutes. Add the sherry and cook until the pan is dry. Season with salt and pepper. Set aside to cool. Put the cooled onions in a colander set in a bowl; cover and refrigerate.
Prepare the spinach and cheese-Wash the spinach well and remove any stems. Prepare and ice-water bath. Put half of the spinach in a large sauté' pan with a touch of water, 1 Tablespoon of the butter, a pinch of salt, and a little ground white pepper if you like. Toss over medium heat, just until wilted and immediately put it in the water bath to shock the color and stop the cooking. Scoop it from the ice water and put it in a colander to drain. Squeeze the spinach, a small handful at a time, as much as you can and set it aside on paper towels to continue draining. Repeat with the remaining spinach. Cover with plastic and refrigerate. Divide the blue cheese into six 1-oz. portions. Try slicing the whole piece into six slices; if it crumbles, just evenly divide the cheese. Cover and refrigerate.
Squeeze and squeeze again-until the spinach for your filling is as dry as it can be.
Sear the filets-Season each portion of meat very generously on both sides with salt and pepper. Rub the seasoning into the meat to keep it in place. Pour 1/8 " olive oil into a heavy sauté' pan and heat it until just smoking. Sear the filets over high heat for 2 minutes on each side until brown and crisp on the outside. Be sure your pan is very hot so that you just sear the meat and don't overcook it, and don't crowd the pan or the meat will steam rather than sear. (Check the sides to be sure the filets are still red in the middle.) Work in batches if necessary. Refrigerate the meat until chilled or until ready to use, up to 24 hours.
Sear the beef filets for a nice crust but a still- red center-once wrapped in pastry and baked, they'll cook to medium rare.
Assemble the Wellingtons:
Arrange the mushrooms, onions, spinach, cheese, and filets on your counter. Divide the portabella strips into six portions. Make sure the caramelized onions are well drained (they tend to collect liquid as they sit) and divide them into six portions. Squeeze the spinach again, divide it into six portions, and leave it on paper towels for any further draining. Cover a large rimmed baking seer (that fits in your freezer) with kitchen parchment. Have a ruler, a small sharp knife, a pastry brush, and the egg wash on hand. Lightly flour one area of your counter (the cooler the area the better).
Pull a pastry round (and two decorative pieces) from the freezer and set it on the floured surface. Work quickly to maintain the integrity of the pastry. Lightly score a 4x3" rectangle in the center of the round; don't cut through the pastry. Extend the lines of the rectangle and cut out the corner of the round created by the line extensions, leaving a cross of pastry with a 4x3" center.
Cut a cross shape out of the pastry round. Save the scraps to cut out decorations.
Give a spinach portion one last squeeze and spread half of it over the rectangle of pastry. Follow with a portion of blue cheese, a portion of onions, a filet, a portion of portabellas in one layer, and the rest of the spinach portion. Spread each layer as evenly as possible. Brush a light coating of the egg wash on each of the four panels of dough.
Layer spinach, blue cheese, onions, a filet, mushrooms, and more spinach the center of the pastry.
Check to be sure that the pastry is now pliable enough to fold without breaking (wait a minute or two if necessary). Fold each side panel onto the top, stretching the dough a bit if necessary to make the ends meet, or slightly overlapping if necessary. Follow suit with the tip and bottom panels. Seal the panels together by pressing in the top panel where it meets the bottom panel and by pinching each of the four sides together where the panels meet. Don't worry if the package doesn't look gorgeous; it's more important that it's well sealed so the juices don't leak out.
Fold up the longer sides first and then the ends.
Hold the package upright in your hands, securing all the seals and smoothen the rough spots to make the package into a neat, rounded block. Set it seam side down and gently press the top and sides to make them as even all the way around as possible. Brush the top and all sides with egg wash. Put the decorations on top and brush with egg wash. (You'll be cutting the package in half, so separate the decorations.) Set the Wellington on the parchment-lined baking sheet. Put the pan in the freezer to set and chill the pastry. Repeat with the 5 remaining Wellingtons, adding each to the pan in the freezer as you go. After they chill for an hour, wrap them well in plastic individually and return them to the freezer.
Cook the Wellingtons:
Heat the oven to 400'. Make another egg wash. Remove the Wellingtons from the freezer (do not thaw) and brush them with a fresh coat of egg wash. Put them on a lightly greased rimmed heavy baking sheet and cook for 20 minutes. Reduce the heat to 350' and cook until the internal temperature is 110' (be sure the tip of the thermometer is inserted in the center of the package), another 35-40 minutes. Set them aside to rest for no longer than 10 minutes. The tightly enclosed beef will continue to cook out of the oven, so if you have to wait for more than 10 minutes, trim the sides of the pastry to let out some of the hot steam and reduce the internal temperature. Cut each Wellington in half, arrange on warm plates, and serve immediately.