For the pastry, in a food processor, mix together the butter, lard, flour and salt until it resembles breadcrumbs. Add the lemon juice and enough cold water to bring the mixture together into a dough.
On a lightly floured work surface, roll out the dough into a large rectangle. With a short edge facing you, fold the bottom third up and the top third down. Rotate the dough by 90 degrees (a quarter turn) and repeat the rolling and folding. Wrap in cling film and place in the fridge for 20 minutes.
For the mushroom duxelle, heat a little garlic oil in a frying pan. Add the garlic and shallot and gently fry until the shallot is soft and translucent.
Drain the porcini mushrooms and squeeze out any excess water. Add them to a food processor and pulse until they resemble breadcrumbs.
For the pastry, repeat the rolling and folding process and return to the fridge for another 15-20 minutes.
For the mushroom duxelle, put the porcini mushrooms and chestnut mushrooms in the pan with the garlic and shallot. Simmer for 10 minutes, then add the thyme and wine. Season with salt and pepper and, when the mixture is reduced to a paste, set aside to cool.
For the beef, heat a heavy-based frying pan over a medium-high heat. When the pan is hot, season the steak and sear until just browned all over (you may need to do this in batches). Set aside to cool.
When the steak is cool, wrap each piece tightly in a slice of ham.
For the pastry, repeat the rolling and folding process one final time. Return to the fridge for 15 minutes.
Preheat the oven to 200C/400F/Gas 6.
When chilled, on a lightly floured work surface roll out the pastry to a 30cm x 45cm/12in x 18in rectangle (around 5mm thick). Using a sharp knife, cut it into 6cmx15cm/2in x 6in rectangles and spread with the mushroom mixture. Place a piece of beef in the middle of each square and wrap tightly in the pastry, taking care to ensure the meat is completely encased. Crimp the seam of the pastry and tuck in the ends.
Brush with beaten egg, score the tops and bake for about 25 minutes, or until the pastry is crisp and golden-brown. Serve hot or cold.