Individual Beef Phillyngtons

Everyone likes Philadelphia cheesecake or Wellington beef, but combine the two and you'll get a beef fillington that will always appeal to the public. Try the best of both worlds with these personalized masterpieces of puff pastry, filet mignon, onion and bell pepper.
Break the egg into a small bowl; add 2 teaspoons of water to the bowl and beat lightly.Brush the edges of the dough with the egg mixture, then carefully wrap around the steak and close tightly. Turn the "package" upside down and place the seam side down on a baking sheet lined with parchment paper.Return the skillet to medium-high heat. Add the bell pepper and onion to the pan; sprinkle with garlic powder and cook for 3-5 minutes or until soft, stirring frequently. Remove from the heat; allow the vegetable mixture to cool completely on a plate lined with paper towels.Roll out each square of puff pastry so that it is large enough to wrap it around the steak and vegetable filling. Place about 1/4 cup of cheese on the dough. Sprinkle with about 1/3 cup of the pepper mixture. Arrange the fillets on top; sprinkle with 1-2 more tablespoons of cheese.Bake at 425 degrees for about 20-22 minutes for a medium-rare steak. Let stand for 5-10 minutes before serving.