At least a few hours before serving the beef:
You need to season the beef, sear it on each side in a very hot pan with oil for 2-3 minutes on each side.
Remove and let cool down completely on a cooling rack.
Clean the mushrooms and chop them in small dice along with the shallots.
In a hot pan with no oil or butter, cook the mushrooms and shallots until all the water evaporates, remove and let cool down.
Cut a nice square shaped sheet of puff pastry to 40 x 30 cm (1 cm or 1/2 inch thick).
Place the beef on top, in the middle.
Cover the beef with the mushroom purée and add a few pieces of foie gras and "close" the Wellington with the puff pastry.
Brush with egg wash, and let rest in the fridge for at least one hour.
Bake in an oven at 200ºC (450ºF) for 35 minutes for medium-rare.
Let rest for about 20 minutes before slicing and serving.