Beef Wellington is an impressive dish of tender beef fillet wrapped in puff pastry. The fillet is usually coated in a chicken or calves liver pâté, or a mushroom duxelle, before being wrapped in pastry which can often lead to the pastry becoming soggy during cooking. This is where the air fryer comes into its own. Because of the way the air fryer works - passing super-heated air over and around the Wellington, crisping the pastry as would a fat fryer - the resulting Wellington becomes crisped all over without the ‘dead spot’ that can occur in a regular oven. So no more soggy bottom! Just a wonderfully crisp, golden pastry enveloping medium rare steak. Mushroom duxelle is simply finely chopped mushrooms cooked down in a little oil with garlic and thyme. Once cooked, it should be placed in a towel and squeezed to drain any excess liquid. If using a pâté, any good quality shop-bought pâté can be used - or feel free to make your own.
Preheat a frying pan until very hot. Rub the oil over the beef fillet and quickly sear it in the pan. This should simply seal the meat, not cook it. Remove the fillet from the pan and place to one side.
Roll out the puff pastry in a rectangular shape so that its width is around 2 inches longer on either side than the length of the fillet - this is so the excess pastry can be folded up the exposed ends of the fillet when wrapping it.
Spread the pâté or mushroom mixture over the fillet, then place the fillet on top of the pastry. Roll the pastry over the meat until it is completely covered, and then trim away the remaining pastry. Join the ends of the pastry by brushing a little of the egg yolk at its edges and gently pressing them together. Then fold up the overhanging edges at the sides of the fillet and seal them with more egg yolk.
Place the wrapped Wellington in the air fryer grill tray. Brush the surface with egg yolk and chill it in a refrigerator for 20 minutes.
Preheat the air fryer to 350°F (175°C).
Score the surface of the chilled Wellington 4 or 5 times. This will allow steam to escape from the pastry during cooking.
Roast the Wellington in the air fryer for 30 minutes. Remove, and leave it to rest for 10 minutes before serving.