Given how expensive a beef tenderloin is, and how much work goes into prepping a Beef Wellington- I'd be far more likely to give up the precious oven space to it. I'd relegate the side dishes to the roaster oven instead. I've used one to do a second holiday turkey in, and I wasn't entirely impressed by the overall browning that resulted. Fortunately nobody cares if the bottom of the turkey is browned- but that might make for a soggy bottom on your Wellington- and nobody likes that.
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