Preheat the oven to 220C/425F/Gas 7.
In a blender, blitz the garlic for 1 minute, then add the rocket and mustard, and pulse for no more than 5 seconds. Add the horseradish, lemon juice and olive oil and stir. Season to taste and chill. (This will keep for 2-3 days in the fridge.)
Put the olive oil in a small roasting tin and place it in the oven. Lightly season the beef with salt and pepper. Strip the thyme leaves from the stalks and finely chop the leaves. Remove the roasting tin from the oven and place over a moderate heat on the hob. Place the beef fillet in the tin and seal on all sides until nut brown. Sprinkle with chopped thyme leaves, put the fillet in the tray in the oven and cook for a further 5 minutes. Remove from the oven and pour the balsamic vinegar over the beef. Move the fillet around in the balsamic juices as they caramelize.
<strong>For the mushrooms:</strong> melt the butter in a pan tip in the mushrooms and garlic. Stir-fry for a few minutes until almost tender. Season to taste and then add the tomatoes. Continue to stir-fry for another couple of minutes or until the tomatoes have just started to pick up some colour but are still holding their shape.
Add the cognac to the pan and allow to flambée. Remove from the heat.
Arrange the salad leaves on serving plates, spoon over some of the mushroom and tomato mixture, discarding the garlic clove. Lift the beef on to a carving board. Use a very sharp carving knife to cut it into very thin slices. Fold these and pile them on top of the salads, then scatter over the remaining mushroom and tomato mixture. Drizzle the dressing over the salad to serve.