Heat oven to 160C/140C fan/gas 3. Heat the oil in an ovenproof pan (one with a tight-fitting lid) or flameproof casserole dish over a high heat. Cut the ox cheek into 4 large chunks, then season well and toss in the flour and mustard powder. Place the pieces of meat in the hot oil – they should sizzle – and brown the meat all over. Add the onion to the pan and continue cooking until softened and starting to caramelise. Add the thyme, stock cube, porcini and some seasoning. Pour 450ml water into the pan, stirring to scrape any meaty bits off the bottom. Cover with a lid and place in the oven to cook for 3 hrs, turning the meat over in the liquid once while cooking, and topping up with a splash of water if the pan looks dry.
While the meat cooks, melt the butter in a pan. Add the garlic, stir for 1 min but don’t brown, then add the mushrooms and cook for 10-12 mins until the pan is dry and the mushrooms are turning golden. Season and set aside.
When their cooking time is up, scoop the ox cheeks out of the liquid and use 2 forks to shred the meat – discard any bits of fat or sinew. Strain the cooking liquid. Add 3-4 tbsp of the liquid back to the meat, along with the cooked mushrooms. Cool, then chill the meat mixture and the cooking liquid for 3 hrs, or up to 48 hrs.
Roll out the pastry on a floured surface to the thickness of a £1 coin. Cut out 2 x 12cm circles and 2 x 15cm circles – use 2 plates to cut around if you can. Arrange the prosciutto in pairs on top of the smaller circles of pastry, in a cross shape. Split the meat mixture in half and mount each portion on top of the prosciutto. Fold the prosciutto over the meat to encase it, then flip the little parcel of meat over, so the smooth side is facing up on top of the pastry. Brush the edge of each pastry circle with a little beaten egg, then place the larger circles of pastry on top. Use your hands to create a domed centre, then crimp the edges with a fork (or your fingers) to seal in the meat. Score the pastry in a criss-cross pattern, then brush all over with beaten egg.
Use any pastry scraps to cut out a heart for each pie, stick this on top and brush with egg too. Poke a steam hole on either side of each heart. Place each Wellington on a square of baking parchment and chill for at least 30 mins, or up to 24 hrs.
Heat oven to 200C/180C fan/gas 6 and put a baking tray in the oven to heat up. Slide the Wellingtons on their parchment onto the hot tray and bake for 30 mins. Meanwhile, reheat the cooking liquid, add the cream and peppercorns, and keep warm until ready to eat. Serve each Wellington with green veg and the peppercorn gravy for pouring over.