This one is from Fine Cooking. It is quite a bit of work, but worth the effort for a special meal.
1 lb. fresh white button or cremini mushrooms, cleaned
2 medium shallots
1 clove garlic, cut in half
2 TBSP unsalted butter
1 TBSP olive oil
1/4 c chopped fresh flat-leaf parsley
Salt and pepper
6 filets mignons, 6 oz. each and about 1-3/4 inches thick
1 TBSP unsalted butter
1 cakes peppercorn Boursin cheese
1 package phyllo dough, thawed in the refrigerator overnight
1/2 c unsalted butter, melted; more if needed
1/4 c thinly sliced fresh chives
Put the mushrooms, shallots and garlic in a food processor and pulse until finely chopped but not puréed; scrape the bowl as needed. Transfer the chopped mushrooms to the center of a clean dishtowel.
Heat the butter and oil in a 10-inch skillet or sauté pan over medium heat. Add the mushrooms and cook, stirring occasionally, until the mushrooms are very soft and fragrant and the liquid has evaporated, 5 – 8 minutes. Add the parsley; season with 1/2 tsp salt and pepper to taste.
Season the filets mignons generously on all sides with salt. Heat the butter in a 10-inch skillet or sauté pan over medium-high heat until very hot and sizzling. Sear the fillets on sides. Transfer to a plate lined with paper towels. Cover and refrigerate for at least 1 hour.
Remove at least 24 sheets of phyllo from the package and cut to size that will wrap around the beef. Cover them with -plastic wrap and a damp dishtowel while you work to keep them from drying out.
Lay a single phyllo sheet on a clean, dry surface. With a pastry brush, lightly paint an even coat of the melted butter over the entire surface of the square. Sprinkle with about 1/2 tsp. of the chives. Set a second sheet over the first. Brush butter over it as well and sprinkle with another 1/2 tsp. chives.
Make four layers, omitting the chives from the last layer. Blot one filet dry with a paper towel, set it in the center and sprinkle it with salt. Spread about 2 TBSP of the Boursin on the filet and top that with 2 generous TBSP of the mushroom filling. Fold the phyllo over the fillet to make a package and place on parchment lined baking pan. Repeat with the remaining fillets. Don’t worry if you tear the phyllo it’s very forgiving. Keep in the fridge until ready to bake.
Take them out of the refrigerator about 20 minutes before you’re ready to bake them.
Position an oven rack in the lower third of the oven and heat the oven to 400°F.
Bake them for 17 – 22 min rotating the baking sheet after 10 minutes to ensure evening browning, until an instant-read thermometer inserted through the side of each packet and into the center of the filet reads 130°F for medium rare.