To Make the Pastry
In a mixing bowl add the cold diced butter to the flour. Add the salt and then slowly pour in the water. Gently mix together without breaking up the butter and then form into a rough dough (it will feel quite dry).Wrap in parchment and place in the fridge to chill for one hour.
Take the dough out of the fridge and using plenty of flour, roll it into a 1cm thick rectangle. Fold either end to the centre, then fold in half again. You should end up with something that looks a little like a book. Repeat the process again. This is called laminating.Place the pastry dough back in the fridge and leave for another hour.
Repeat the laminating with two more folds. Roll, fold, roll, fold. You should have folded the pastry four times in total. Place the pastry back in the fridge for another hour, and then it's ready to use.
To Make the Wellington
Generously season the saddle fillet. In a very hot pan add a little cooking oil and brown the fillet until golden. It shouldn’t be cooked at this point, it just needs to be seared. Remove from the pan and leave to one side.
In a separate pan, add the garlic, the mushrooms, the sprig of chopped rosemary. Fry until soft. Remove from heat and then blend with the cooked lentils to a mush.
Roll out the rough puff pastry to about 1 cm in thickness. Spread a thin layer of the mushroom and lentil mix in the middle of the pastry. Add the seared venison on top. Cover the outside of the venison with the remainder of the mushroom paste so that all the venison fillet is covered.
Egg wash one side of the pastry, fold the pastry over the top. You will end up with a strip down the one side, simply press this down with a fork. Egg wash the entire parcel and then place in a preheated oven set to 210C for approximately 10 -15 minutes, or until golden brown.
Serve with a dollop of horseradish.