How to Make It
Preheat oven to 425°.
Heat oil in large skillet over medium-high heat. Season steaks with salt and pepper to taste. Add steaks to pan; cook 1 to 2 minutes on each side. Remove from heat. Transfer steaks to a plate to cool completely.
Return pan to medium-high heat. Add bell peppers and onions to pan; sprinkle with garlic powder and cook 3 to 5 minutes or until softened slightly, stirring frequently. Remove from heat; allow vegetable mixture to cool completely on a plate lined with paper towels.
Roll out each square of puff pastry so that it will be large enough to wrap around steak and vegetable filling. Place about 1/4 cup cheese on pastry. Top with about 1/3 cup pepper mixture. Place fillet on top; sprinkle with 1 to 2 tablespoons more cheese.
Crack egg into small bowl; add 2 teaspoons water to bowl and whisk lightly.
Brush the edges of the pastry with egg mixture then carefully wrap around the steak and seal tightly. Flip the “package” over and place seam side down on a rimmed baking sheet lined with parchment paper.
Bake at 425° for about 20 to 22 minutes for medium-rare to medium steak. Let stand 5-10 minutes before serving.