Set aside ½ cup of mushrooms, ¼ cup of onion and ½ teaspoon rosemary for the gravy.
Heat 1 ½ tablespoons of the oil in a heavy pan over medium-high heat. When hot, add half of the mushrooms or just enough so the pan is not crowded. You may need to cook them in more than 2 batches adding more oil as needed. They will produce liquid so keep cooking until all the moisture has evaporated and they are browned. Remove from the pan to a mixing bowl.
Turn the heat down to medium, add 1 tablespoon oil to the pan. Add the onion, celery and carrots, cook until they soften for about 5 minutes. Add the garlic, rosemary, sage salt and pepper. Stir to mix and cook for 1 minute. Add the tomato paste and mix well, scraping any bits from the bottom of the pan. Transfer to the bowl with the mushrooms and allow to cool in the fridge for 30 minutes. Preheat oven to 400°F/200°C.
Make the gravy:
To a sauté pan add the 1 teaspoon canola oil over medium heat. Add the reserves chopped mushrooms and onions, cook until softened. Add the reserved rosemary and stir. Sprinkle over 1 tablespoon flour and stir well to combine and cook for 1 minute. While stirring, slow pour in the vegetable stock until there are no lumps, bring to a simmer and cook until thickened. Set aside. You can blend the gravy if you want it smooth.
Place the puff pastry on a sheet of parchment paper.
Remove the mushroom mix from the fridge. Add the mashed potato and breadcrumbs, mix well.
Assemble the Wellington:
Place the puff pastry onto a large sheet of parchment paper and roll to 10 inches wide and 12 inches long (25 cm x 30 cm).
Take the refrigerated mushroom mix and form into a loaf (like meatloaf) onto the pastry close to the edge furthest away from you. Lift the edge of the pastry closest to you using the parchment paper and fold the pastry over and around the loaf. Tuck the edges under on the long side and on the ends. Don't be afraid to shape a little.
Use a sharp knife to cut 3 or 4 diagonal lines into the pastry on the top. Brush all over with milk and bake for 25-30 minutes until the pastry is golden brown.
Remove from the oven and allow to cool for 15 minutes before slicing.
Video
Notes
Note: You can pulse the mushrooms in a food processor to get them finely chopped