To begin, gather ingredients for each step as you go, so that you have everything close at hand on the counter or table.
Step 1: Make the Duxelles
Pronounced duhk·uhlz. Trim and chop the mushrooms into pieces. Process in a food processor until finely chopped, about 10-12 pulses. Place the minced mushrooms in a cheesecloth and twist to extract as much juice from them as possible. Reserve the mushroom juice for later to make the sauce. (This made 1 cup of mushroom juice.)Using a Chef's knife and cutting board, finely mince the shallots. Mince the garlic.
Heat butter in a large skillet over medium-high heat. Add the minced shallots, minced garlic, and dried thyme. Saute until tender, 1-2 minutes.
Stir in the processed (and squeeze-dried) mushrooms. Cook, stirring often, until the mixture becomes dry, 8-10 minutes. At this point, the mushroom pieces should begin to separate and crumble.
Add the Madeira wine and heavy cream. Stir to combine. Boil the mixture until the liquid has evaporated to make a pate.
Season as needed with kosher salt and freshly ground black pepper. Remove from heat and cool completely. Place in a covered bowl and refrigerate until ready to use. [Prep time: 25 minutes; Cook time: 18 minutes]
Step #2 - Make the Madeira Sauce
Prepare the spice sachet. Place bay leaf, dried parsley, thyme sprigs, whole allspice berries, and peppercorns on a square of cheesecloth. Tie with cooking twine to create a sachet. Using a Chef's knife and cutting board, slice the onion, carrots, and celery.
Heat extra-virgin olive oil in a medium saucepan over medium heat. Add the chopped onions, carrots, and celery. Saute for 7-10 minutes until the vegetables are tender.
Add in 2 cups of beef stock, along with the reserved mushroom juice (if needed, add water to make 1 cup), and the spice sachet. Bring to a boil, then simmer for an hour until reduced by about a third.
Remove from heat and take out the sachet (save for later). Carefully strain the sauce through a fine mesh strainer lined with a piece of cheesecloth and into a large bowl. Use the back of a wooden spoon to gently push the sauce from the cooked vegetables.
Pour the strained sauce back into the pan. Stir in the remaining 2 cups of beef stock along with the spice sachet. Bring to a boil, then reduce the heat and simmer for 50 minutes until the sauce has reduced by half. Discard the spice sachet.
Remove all but 2 cups of sauce from the pan. Allow the sauce to continue simmering. Store excess sauce in a covered jar in the refrigerator for later use. (If desired, you may make the sauce ahead of time up to this point and refrigerate in a covered jar. When ready to finish the sauce, measure out 2 cups and reheat in a small saucepan. )
In a small bowl, whisk together the Madeira wine with cornstarch to make a thickening agent. Pour into the pan of simmering sauce and whisk until thickened. [Prep time: 25 minutes; Cook time: 2 hrs. 12 minutes]
Step #3 - Prepare the Meat
Trim the elk tenderloin, making sure there is no silver skin present. Tie the meat together with baker's twine in 2" intervals to ensure it's shape. Pat the meat dry with a paper towel, and then season with kosher salt and freshly ground black pepper.
Heat the vegetable oil in a large skillet over medium-high heat. Add the tenderloin and sear all over, including the ends, until browned, about 60-90 seconds on each side. Transfer the tenderloin to a platter and refrigerate for at least 30 minutes. [Prep time: 10 minutes; Cook time: 10 minutes; Refrigerate 30 minutes]
Step #4 - Assemble the Elk Wellington
Lay out 2-3 sheets of plastic wrap so that they overlap a bit and are approximately 24" long. Place the prosciutto on the plastic wrap, overlapping pieces to form a rectangle that's big enough to enclose the entire tenderloin.
Using a rubber spatula (or your hands), spread the chilled Duxelles pate evenly over the prosciutto, pressing gently.
Remove the tenderloin from the refrigerator and cut off the twine. Spread the Dijon mustard all over the meat with a brush or your hands.
Place the venison on top of the mushroom mixture lengthwise. Using the plastic wrap as an aid, tightly roll the prosciutto-mushroom mixture around the tenderloin, tucking in the prosciutto to completely encompass the meat. Twist and tie off the ends of the plastic wrap to seal and help hold its shape. Refrigerate for another 30 minutes. [Prep Time: 10 minutes; Refrigerate 30 minutes.]
Step #5 - Encase Tenderloin in Puff Pastry
On a lightly floured surface, roll the puff pastry to 1/4" thickness to approximately 14" x 15" rectangle. Brush the pastry along the edges with egg wash (1 large egg + 1 tablespoon water, beaten together.)
Remove the plastic wrap from the tenderloin and place the venison along one side of the pastry. Carefully roll the pastry around the beef, overlapping the edges at the seam. Trim off any extra pastry for use as decoration later, if desired. Pinch the seams to seal. Fold up the ends and pinch to seal.
Place the venison seam side down on a baking sheet lined with waxed paper.If using extra pastry as decoration, cut out the decoration as desired. Arrange on the top of the Wellington and brush with egg wash. Refrigerate the pastry (and remaining egg wash) until it is cold and firm, about 60 minutes. [Prep time: 10 minutes; Refrigerate: 60 minutes]
Step #6 - Bake the Elk Wellington
Preheat oven to 425 degrees. Line a large baking sheet with aluminum foil. Place the baking sheet in the oven while it is preheating so that it is good and hot.
Remove the tenderloin from the refrigerator and place on the hot baking sheet. Brush all over with the remaining egg wash. Score the pastry as desired, being careful not to cut through the dough. Using kitchen shears, make 2-3 slits along the top of the pastry for the steam to escape while cooking. Sprinkle with sea salt and dried parsley.
Bake in preheated oven on a lower rack until the pastry has started to brown, approximately 20-25 minutes. Lower temperature to 375 degrees and continue to bake another 20-25 minutes until pastry is crisp and a dark golden brown. Insert an instant-read thermometer to check the temperature at the center of the meat. 130 degrees for medium rare; 140 degrees for medium. (The temperature will continue to rise about 10 degrees after it has been removed from the oven.)
Place the Elk Wellington on a carving board. Let rest for 15-20 minutes before slicing. [Prep 12 minutes; Bake 50 minutes; Rest 20 minutes]
Serve thick slices with Madeira Sauce. Accompany Elk Wellington with Garlic Mashed Potatoes and a green vegetable such as Green Beans Almondine or steamed asparagus. Serves 8-10.
Notes
*Unless otherwise indicated, all butter used on this recipe site is salted. **Wine Suggestion: Serve Elk Wellington with Madeira Sauce with a favorite Cabernet Sauvignon such as Stag's Leap Winery Napa Valley or Double Canyon Horse Heaven Hills.