Gently fry the fillet in a frying pan with two spoons of oil. Transfer it to an ovenproof dish with four sprigs of rosemary and two spoons of oil and roast for twenty minutes in a preheated oven at 200°C.
Leave the fillet to cool, chop up the remaining contents of the ovenproof dish and set aside.
Chop the scallion into a frying pan with two spoons of oil and a ladle of broth. Add the chopped mushrooms, season with salt and cook until the liquid from the mushrooms dries up, then drain them. Roll out the pasty into a strip and cut it into strips measuring 2 cm thick. Rub a knob of butter onto the fillet, then coat it with the mushrooms, season with pepper and wrap with the slices of Prosciutto di Modena. Now wrap with the strips of pastry, criss-crossing them to create a sort of basket effect.
Leave the fillet in the fridge for 30 minutes, then brush the pastry with the beaten egg yolk and bake in a preheated oven at 200°C for 20 minutes.
Add some broth to the chopped ingredients from the ovenproof dish used to roast the fillet and serve this sauce over the fillet.
The quantities indicated are enough for four people.