I'd be worried about the defrosting and whether the meat would bleed onto the pastry during the defrosting. And if you have a large fillet chunk then defrosting could take some time, you would want to be certain the centre was defrosted otherwise the meat might be raw, rather than rare, in the middle. Actually, assembling the wellington from the different elements is simple and quick - so perhaps just pre-prepare all the recipe before hand and only pull together at the last minute and into the oven.
Alan Clark ● 1756d