Pre-heat oven to 200°C.
Season beef fillet with salt and freshly ground pepper.
Heat 1 tbsp olive oil in a frying pan and brown fillet to seal
well. Remove and set aside.
Heat the remaining oil in the same frying pan and add onions,
garlic, thyme and mushrooms, stirring continuously until all the moisture has
evaporated and mushrooms are dry. Season to taste.
Place a large piece of plastic wrap on a board and place bacon
slices neatly next to one another on the plastic wrap. Spread mushroom mixture
over bacon and place fillet in the middle. Roll the fillet tightly in the
bacon, using the plastic to help secure. Leave to rest in fridge for 30
minutes.
Roll out puff pastry into a neat rectangle on a lightly floured
surface. Remove fillet from the plastic and place in middle of pastry. Roll up
into a sausage shape, brush pastry with egg and place in the oven for about 30
minutes or until pastry is golden brown and puffed.
Remove from oven and allow to rest for 10 minutes before slicing
into rounds.