Chop the onion and mushrooms as finely as you can – pulse separately in a food processor, if you have one. Tip into a saucepan with the butter and seasoning, then turn the heat to its lowest setting and cook everything slowly to evaporate all the mushroom juices and concentrate the veg – this might take half an hour. Once cooked, chill in the fridge.
Tip the spinach into a colander (in two batches if you need), then pour over a kettle of boiling water to wilt. Squeeze out as much water as you can, then put in the middle of a clean tea towel and again twist out as much water as you can. Put in the fridge to chill as well.
Heat a frying pan with the oil over a high heat, then brown the beef on all sides, turning, so its not in the pan for more than 5 minutes in total. Leave to cool.
When everything is cold, roll the pastry out on a lightly floured surface to a rectangle about 35 x 25cm. Roughly chop the spinach and mix through the mushroom mixture with the blue cheese.
Spread a quarter of the filling along one of the shortest edges of the pastry – starting from the middle, so the beef fillet can sit perfectly on top of it with excess pastry at either end. Pat the rest of the filling into an even crust around the rest of the beef fillet. Brush the visible pastry with some of the whole egg (make sure to reserve some of it), then roll the beef fillet up tightly in the pastry. Turn it so the joining seam is underneath, then wrap the pastry down around the ends of the fillet like a parcel. Sit on a baking tray and chill for at least 1 hour, or up to day.
To cook, preheat the oven to 220°C (200°C fan oven) Gas Mark 7 and stir the egg yolk into the remaining whole egg. Brush all over the Wellington, then decorate the top. Roast for 10 minutes, then lower the oven to 200°C (180°C fan oven) Gas Mark 6 and cook for 25 minutes more for rare, 30 minutes for medium-rare, 35 minutes for medium and 45 minutes for well-done – it’s best to check with a meat thermometer, as timings will vary due to the thickness of your beef. If the pastry gets too brown, cover with foil.
Leave the Wellington to rest for 10 minutes, then carve into 6 slices with a sharp knife. Enjoy with gravy, horseradish and caramelised onion chutney – it’s delicious with the blue cheese.