Preheat the oven to very hot 230 °F (Gas Mark 8, 450°F).

Rub the fillet all over with the brandy and season with salt and pepper. Cover the top with the bacon slices and put the meat in the rack in a roasting pan. Put the pan into the oven and roast the meat for 20 minutes, if you want the meat to be rare, and 10 minutes longer if you prefer medium meat. Remove the pan from the oven and remove the meat from the pan. Discard the bacon and set the meat aside to cool to room temperature. When the meat has cooled, spread the pate over the top and sides.

Reduce the oven temperature to hot 220 °C (Gas Mark 7, 425 °F).

Roll out the pastry dough to a rectangle about 45 cm (18 in) x 30 cm (12 in) by 1/2 cm (1/4 in) thick. Put the meat on the dough, top side down, with the long sides of the meat parallel to the long sides of the dough. Wrap the meat in the dough to make a neat parcel, trimming off any excess. Brush the joins with a little beaten egg and crimp to seal. Be careful not to wrap the meat too tightly because the pastry will shrink slightly during cooking.

Arrange the meat on a baking sheet, seam side down. Mark a criss-cross pattern on the top, then brush the top and sides with a little more beaten egg. Roll out the dough trimmings and use them to decorate the top of the parcel.

Put the sheet into the oven and bake the meat for 30 minutes, or until the pastry is golden brown.

Meanwhile, to make the sauce, melt a third of the butter in a saucepan. Add the shallots and fry until they are golden brown. Pour over the stock and 150 ml (5 fl oz) (5/8 cup) of Madeira. Bring to the boil and boil for 30 minutes or until the liquid has reduced by about half. Strain the sauce into a bowl, then return to the saucepan and bring to the boil. Remove from the heat and stir in the remaining butter until it has melted, then the remaining Madeira. Transfer the sauce to a warmed sauceboat. Keep hot.

When the meat has finished cooking, turn off the oven and leave the meat in the oven for 15 minutes.

Remove and serve carved into thin slices. Accompany the meat with the sauce.