Preheat the oven to 200°C / 390°F fan-assisted.
Peel and roughly chop the beetroot, then transfer it to a baking tray. Season with a pinch of salt and drizzle with olive oil, then roast in the oven for 30 minutes.
Meanwhile, add the walnuts to a food processor and process them until they’ve completely broken down. Then add the mushrooms and rosemary to the food processor and process everything together until the mixture turns into a smooth paste.
Transfer the mushroom mixture to a frying pan on a medium heat. Fry for 12-15 minutes until most of the moisture has evaporated, stirring occasionally to prevent the mixture sticking to the pan (add a splash of olive oil if necessary). When it’s done, transfer the mushroom mixture to a large mixing bowl and leave it to one side.
Add the beetroot to the food processor and process until the beetroot chunks have broken down into small pieces. Then transfer the processed beetroot to the mixing bowl with the mushroom mixture. Add 1 tbsp of apple cider vinegar and season generously with salt and pepper (give the mixture a taste to make sure you’ve seasoned it to perfection). Stir everything well to combine, then leave the mixture to cool completely (we leave it outside during the winter to cool down quickly).
Meanwhile, line a baking tray with baking paper and unroll the sheet of puff pastry on top of the baking paper. When the wellington mixture has cooled, use a spoon to transfer it down one side of the pastry, stacking it approximately 5cm (2 inches) wide and tall. You’ll need to leave approximately 3cm (1 inch) on one side, as well as above and below the mixture.
Next, carefully lift one side of the pastry and cover the mixture, pressing down around the edges to enclose the wellington tightly. It’s important the pastry is tight around the mixture to prevent the wellington collapsing when it’s in the oven.
Trim any leftover pastry, then brush the wellington with olive oil. Use a sharp knife to cut slices along the top of the pastry to allow the moisture to escape, then bake the wellington in the oven at 200°C / 390°F fan-assisted for 35-40 minutes until golden brown.