- Preheat the oven to Gas mark 7, 220°C, 425°F.
- Heat the oil in frying or griddle pan on a moderate heat, season the steaks and sear for 30 seconds on each side. Set aside to cool.
- In a small bowl mix together the mushrooms, black pudding, thyme leaves and butter.
- On a lightly floured surface, unroll the pastry and divide into 8 equal squares. Roll 4 of these slightly larger to allow for covering the fillet.
- Position a fillet on each square, leaving a 1cm/½inch border and spoon over 15ml/1tbsp of the black pudding mixture. Press down gently and brush the edges with beaten egg. Place a larger square of pastry over the beef, seal and trim off any excess pastry. Brush the surface with beaten egg and sprinkle with the chopped parsley. Gently prick the surface of the pastry to allow the steam to escape.
- Transfer to a baking sheet and cook for 12-15 minutes for medium. Leave to rest for 3-4 minutes.
- Serve with seasonal vegetables and boiled new potatoes.