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The origins of beef Wellington are unclear… indeed no connection has been found to Arthur Wellesley, 1st Duke of Wellington. It seems more likely to be a dim distant cousin of the French filet de bœuf en croûte (fillet of beef in pastry).
Here are a couple of handy hints when making a beef Wellington:
Preheat the oven to 180°C (fan assisted) / 200°C (regular oven) / 400°F / gas mark 6
Now you're ready to assemble the Wellington