In a large skillet, heat the olive oil over medium heat. Add the onion and fennel and cook for 5 minutes or until softened. Add the ground beef and cook for 8 minutes or until cooked through. Add the Worcestershire sauce, thyme, salt, and pepper and cook for 1 minute more.
On a lightly floured surface, roll the puff pastry into a 12-inch square. Place the ground beef mixture in the center of the pastry and spread evenly. Fold the edges of the pastry up and over the filling, pressing to seal. Place the wellington on a baking sheet and bake for 25 minutes or until golden brown.
Let cool for 10 minutes before serving.
Interesting Facts
Beef Wellington is named after the Duke of Wellington, Arthur Wellesley.
The original recipe for Beef Wellington called for pâté de foie gras, truffles, and Madeira wine.
Beef Wellington is often served with mashed potatoes and green beans.