Season the beef fillet and sear it well on all sides in a pan with the oil. Set aside and let cool completely.
Add butter to the same pan and sauté the peeled and chopped shallots for 10 minutes. Deglaze with vermouth and add chopped rosemary leaves. Season and reduce until almost dry.
Roll out the pastry on a sheet of parchment paper to form a large rectangle, slightly longer than the length of the beef fillet and wide enough to completely wrap it.
Spread the aromatic filling on the pastry, leaving a 3 cm border. Arrange the slices of bresaola in the center of the pastry and place the beef fillet on top.
Roll the pastry around the fillet, sealing the edges well.
Preheat the oven to 410°F (Gas Mark 7). Transfer the wrapped beef to a baking sheet. Mix the egg yolk with 1 tbsp of cold water and brush the pastry with it.
Bake for 10 minutes, then lower the oven to 350°F (Gas Mark 6) and cook for another 15-20 minutes, until the pastry is golden brown.
Chop the tarragon leaves and blend them with the cream and mustard. Bring this sauce to a boil and reduce to thicken, seasoning to taste.
Slice the Beef Wellington into thick slices and serve with the sauce.