For the filling, first soak the porcini in boiling water for 10–15 minutes until they are plump and tender. Drain, reserving the soaking liquid, and chop finely.
Melt the butter in a large non-stick frying pan over a medium heat until foaming. Add the shallots and fry for 6 minutes until softened. Stir in the porcini and the chestnut mushrooms together with the thyme and cook for 6 minutes until tender. Pour in the mushroom soaking liquid, brandy and cream and simmer until the liquid has reduced and the mixture thickened. Put the filling into a clean bowl and leave to cool completely.
For the beef Wellington, season the steaks with sea salt and freshly ground black pepper. Wipe the pan used to cook the filling with kitchen paper and then place it back over a high heat with a little oil and brown the steaks, in batches if necessary, for about 1 minute on each side. Remove from the heat and rest for at least 30 minutes. When completely cooled, brush each one with mustard.
Preheat the oven to 220C/200C Fan/Gas 7. Dust a work surface with flour and roll out the puff pastry into a large rectangle measuring about 45x30cm/18x12in and about 3mm thick. Divide the rectangle into six squares, each one big enough to wrap all the way around each fillet.
Divide the mushroom mixture among the six squares and spread over the pastry, leaving 1cm uncovered all the way around the edge. Place the beef fillet on top. Brush the pastry edges with the egg, then lift the pastry edges over the beef and turn over tucking in the edges neatly. Put the parcels on a baking tray, seam-side down.
Cook in the oven for 15–20 minutes for medium rare, or to your liking.
Remove from the oven to rest for 5 minutes before serving on warmed plates with steamed greens.