In a large skillet, brown fillets in oil on both sides. Place a wire rack on a parchment lined baking sheet. Transfer fillets to wire rack, cover loosely with wax paper; refrigerate for 1 hour.
In the same skillet, melt butter. Saute' mushrooms, garlic, leeks, dried parsley flakes, salt and pepper until tender. Stir in red wine, bring to a boil; reduce heat and simmer until liquid has reduced by half, about 10 minutes. Remove from heat and set aside.
On a lightly floured surface, roll pastry into a 13 inch square. cut into four squares. Place one fillet in the center of each square; top with mushroom mixture. Combine egg and water; brush over pastry edges. Bring up corners to center and tuck in edges; press to seal. Place on a parchment-paper lined baking sheet. Cover and refrigerate for 1 hour.
Bake, uncovered, at 400 degrees for 20-25 minutes or until pastry is golden brown and meat reaches desired doneness.