I grabbed the near side of the plastic, then flipped it over the filet. Then laid the plastic back down on the counter. Then I flipped the far end over that, and laid the plastic back down on the counter. Then I flipped the sides, laid plastic back down on the counter. Once it was formed, I rolled it tight in the plastic to get what you saw in the picture that was after that.
That was actually not that bad. None of it was. Just time consuming, and lots of nit picky details.
I used a puff pastry from the freezer section. You could use phyllo (filo, whatever), but then it wouldn't slice as pretty I'm guessing. Seems like it would flake apart on you, even with a really sharp blade.
No shame in making things a little easier on the chef.. It looks delicious. I saw Julia Childs prepare a Wellington on Martha Stewart's show years ago.. Something I've always wanted to try but haven't been brave enough.