The fillet steak used to make Beef Wellington, an English-style steak meal, is coated with pâté (often foie gras pâté) and duxelles, wrapped in shortcrust pastry, and baked. To keep the meat moist and avoid soggy, some recipes call for wrapping the covered meat in prosciutto or dry-cured ham.
It is possible to wrap and bake a complete tenderloin before slicing it into sections for serving or to slice the tenderloin into individual portions first.