1 3-4 lb.
Arrange tenderloin on rack in shallow roasting pan. Tuck under "tail" and insert meat thermometer in thickest part. Roast in a preheated 425º oven to desired doneness (35-40 minutes for rare 140º on meat thermometer; 40-45 minutes for medium 150º on meat thermometer). Refrigerate.
Saute shallots in margarine until tender, stir in mushrooms and parsley. Saute until all liquid is absorbed (10-15 min.). Stir in bacon, mustard, thyme, salt and pepper; cool to room temperature.
Lay 2 sheets of pastry on lightly floured cloth covered board. Dampen narrow edges with water, overlap ½", press to seal. Carefully turn over; press seam to seal. Measure length plus ends of roast, cut pastry this length. If necessary, roll pastry sheets wider to fit around diameter of tenderloin. Spread cooled mushroom mixture to within 1" of lengthwise edges and only as far as length of roast on crosswise edges. Place roast, top side down, on pastry. Wrap pastry over, seal all edges by moistening with water, place seam side down on well-greased baking sheet. Decorate with cut-outs from left-over pastry. Refrigerate, covered, several hours or overnight.
To Bake: Remove from refrigerator 1 hour before baking. Combine egg and water, brush over pastry. Poke crust in a few places to allow steam to escape. Bake, uncovered, in at 375º oven until golden (40-50 min.). Let stand 10 min. In a small saucepan combine consomme, margarine, pepper and rosemary; heat through. Dissolve cornstarch in Madeira, stir in consomme, cook over medium heat, stirring constantly until thickened. Carve tableside, spoon on sauce. Serves 10.