Cut tenderloin into bite-size pieces, and place in a large shallow dish. Combine wine, lemon juice, Worcestershire sauce, pepper, and salt. Pour mixture over meat; cover and marinate overnight in refrigerator, turning occasionally.
Prepare Mushroom Pâté Filling. Cover; refrigerate overnight.
Prepare pastry; cover and refrigerate overnight.
Drain meat; discard marinade. Combine meat and Mushroom Pâté Filling, stirring well; set aside.
Divide pastry into 12 equal portions. Roll each portion into an 8-inch circle on a lightly floured surface; reserve excess pastry. Spread each circle with 1 cup meat mixture. Fold pastry over filling, and pinch edges to seal. Place Wellingtons, seam side down, on lightly greased baking sheets.
Combine egg and water, mixing well; brush on each Wellington. Roll out excess pastry; cut into decorative shapes, and arrange on top of Wellingtons, if desired. Brush with remaining egg mixture. Bake at 375° for 30 minutes or until golden brown.
Oxmoor House Homestyle Recipes