1Bring a saucepan of water to the boil, add the spinach and blanch it for 1 minute, then drain and squeeze as much water out of it as possible. Leave to one side.
2Melt the butter with the oil in a large frying pan over a medium heat, add the onion and cook for 3–4 minutes, until softened.
3Add the mushrooms, chestnuts, garlic and brandy, season with salt and pepper, and cook over a medium heat for about 15 minutes.
4While the mixture cools, toast the pine nuts in a dry frying pan over a medium–high heat, tossing them from time to time, until golden brown. Allow to cool before tipping into the bowl with the mushroom mixture.
5Stir in the chopped thyme and take the pan off the heat, then tip the mixture into a bowl and allow to cool completely.
6While the mixture cools, toast the pine nuts in a dry frying pan over a medium–high heat, tossing them from time to time, until golden brown. Allow to cool before tipping into the bowl with the mushroom mixture.
7Once the mushroom mixture has cooled, crumble in the blue cheese, add the blanched spinach, and mix everything together thoroughly. Lay a piece of clingfilm about 60cm long on the work surface. Tip the mixture onto the clingfilm and roll it up tightly from one short end, shaping the mixture into a large sausage shape about 25–30cm long, twisting the ends of clingfilm as you go. Place the roll in the fridge for at least 1 hour (or 30 minutes in the freezer).
8Preheat the oven to 220°C/425°F/ gas mark 7 and line a baking tray with greaseproof paper. Take the block of pastry out of the fridge 10 minutes before using it, so it can soften slightly. Beat the egg in a bowl with the milk to make the egg wash.
9Dust the work surface with flour and roll out the block of pastry to around 40 x 35cm. Unwrap the roll of filling and lay it along one long edge of the pastry, leaving a 5–7.5cm border at each short end. Gently lift and drape the pastry over the filling, making sure the seam sits underneath the Wellington.
10Seal the long edges of the pastry with the egg wash, making sure there are no gaps for the filling to run out of as you don’t want a soggy bottom! Seal both ends by pressing the pastry together and brushing it with more egg wash, then trim off any excess pastry.
11Decorate the Wellington with the leftover pastry, or for a fancy finish, unroll the sheet of puff pastry (let it sit at room temperature for 10 minutes so it’s easier to use), roll the lattice cutter over it and gently pull the pastry apart to show the holes, then brush the pastry with the egg wash and place it directly onto the Wellington over the first layer of pastry, wrapping it completely. Glaze with the remaining egg wash.
12Put the Wellington on the lined baking tray and pop it in the oven to bake for 30–35 minutes, until the pastry is puffed up and a gorgeous golden colour.
13Remove from the oven and leave it to cool slightly, then slice and serve.