1. Preheat your oven to 425 F.
2. Clean and finely dice mushrooms.
3. In a large nonstick skillet heat Bertolli Extra Virgin Olive Oil and cook the mushrooms until tender.
4. Add red wine and cook for another 2 to 3 minutes or until liquid is absorbed.
5. Chop up green onions, and add to the mushrooms.
6. Add a thyme, salt and pepper.
7. Remove the mushrooms from the skillet; and let them cool thoroughly.
8. Now heat up the same skillet over medium-high heat until hot.
9. Season your fillet mignons heavily with salt and pepper. Make sure to hit both sides.
10. Place the fillets in a hot skillet and sear for 3 minutes, turning once. You will not be cooking the fillets all the way through at this point your just searing the outside.
11. Now on a flat surface, lay out the phyllo dough, butter each sheet thoroughly with melted butter and then stack them on top of each other.
You will need 6 sheets of dough, cut in 6 sheets of dough cut into quarters, for each Wellington.
12. Place about 2 tablespoons mushroom mixture in center of each portion; spread mixture to diameter of each steak.
13. Place steaks on mushroom mixture and then top the filet with more mushrooms.
14. Bring together all 4 corners of phyllo dough; twist tightly to close.
15. Lightly butter the outside and place them on a greased baking tray.
16. Bake them in a 425 F oven for 9 to 10 minutes or until golden brown.
17. Let them rest for 5 minutes.