Beef wellington with red wine gravy

Name: Beef wellington with red wine gravy
Ingredients: 1kg beef fillet - ask your butcher to cut it from the middle of the fillet and say you don't want the tail end or the head (chateaubriand) of the fillet; 1 tbsp olive oil plus extra for greasing; 5-6 thin slices prosciutto; plain flour for dusting; 500g pack all-butter puff pastry; 1 egg beaten; 20g dried porcini mushrooms; 400g chestnut or button mushrooms roughly sliced; 1 tbsp fresh thyme leaf; 50g butter; 1 large shallot finely chopped; splash of Worcestershire sauce; 2 tbsp freshly grated parmesan; 25g butter; 1 shallot finely chopped; sprig of thyme; 1 bay leaf; 1 tbsp plain flour; splash of brandy (optional); glass of red wine; 1 beef stock cube