1. Peel and thinly slice 2 garlic cloves. Peel and finely chop 2 shallots. Pick the leaves from half of the thyme sprigs and roughly chop them (keep the remaining shallots, garlic and thyme aside for later). Finely chop the chestnut mushrooms.
2. Melt 30g butter in a large pan over a medium heat. Slide in the garlic, shallots and thyme. Season with salt and pepper. Fry for 3 mins, till starting to soften, then stir in the mushrooms. Fry for a further 15 mins, stirring occasionally, till the mushrooms are tender and all the moisture in the pan has evaporated. Scoop the veg onto a plate and set aside to cool.
3. Meanwhile, set a frying pan on a high heat. Unwrap the fillet steaks and pat them dry with kitchen paper. Rub the steaks with a good dusting of salt and pepper. When the pan is smoking hot, add the steaks (in batches, if necessary). Cook them for 1 min, turning over halfway, till the steaks are sealed and lightly browned but not cooked through. Transfer the steaks to a plate and allow to cool. Set the pan aside – without washing it – for later.
4. Fill and boil your kettle. Pop the dried porcini mushrooms in a heatproof bowl and cover with 150ml boiling water. Set the mushrooms to one side to soak.
5. Arrange 4 large squares of greaseproof paper or food wrap on a flat worktop. Lay 3 pieces of Parma ham on each square, so that they overlap slightly at the edges. Divide the cooled mushroom mixture into 4, and spread thinly on top of the Parma ham. Take the cooled steaks and pop them on top of the mushrooms. Using the sides of the paper to help you, bring the sides of the ham up and around the steaks to fully enclose them, folding in any ends of ham at the edges. Wrap the covered steaks with the paper and pop them in the fridge for 10 mins.
6. Preheat your oven to 220°C/Fan 200°C/Gas 6. Thinly roll out both pieces of pastry into large rectangles and cut each piece in half, to make four square pieces all togeter. Break the egg into a small bowl, beat it then brush the top of each pastry sheet with a little of it. Remove the paper from the Parma ham wrapped steaks and place one on each piece of pastry. Fold the pastry over the steaks and press the edges together, crimping them with a fork. Line a large baking tray with another sheet of greaseproof paper and arrange the wellingtons on top, leaving a gap in between.
7. Brush the tops of the wellingtons with more beaten egg and bake for 20 mins, till the pastry is golden and crisp (this will give you pink middles, bake for an extra 5 mins for more thoroughly cooked steaks).
8. While the wellingtons cook, peel and thinly slice the remaining shallot. Roughly crush the remaining garlic cloves. Put the empty steak pan on a medium-high heat and add a splash of oil. Add the shallot and garlic. Fry for 2-3 mins, stirring frequently, till just browned. Add 1 glass of white wine, along with the porcini mushrooms and liquid. Bring to a boil and cook till the liquid has reduced by about half. Add ½ tsp Worcester sauce and the remaining thyme springs. Stir well, and reduce the heat to low. Stir the remaining butter into the sauce till melted and combined. Taste and add more salt and pepper, if needed. Strain into a serving jug.
9. Serve the beef wellingtons with the sauce and your favourite veg and potatoes on the side.