For the beef, preheat the oven to 60C/140F/Gas ¼.
Heat one tablespoon of the vegetable oil in a frying pan. Add the beef and fry for 1-2 minutes, turning regularly, or until browned all over. Remove the beef from the pan and set aside to cool.
Wrap the fillet in heatproof clingfilm (see Top recipe tip) and roast in the oven for 30 minutes.
Use a meat thermometer to check the core temperature of the beef, it should be 57-59C /135-138F for medium-rare.
Remove the beef from the oven and heat a frying pan until hot.
Add the remaining oil and a knob of butter to the pan and fry the beef in the pan for no more than 30 seconds on each side.
Meanwhile, heat a saucepan until hot, add a knob of butter, the shallots and thyme and sweat for a 2-3 minutes, or until just softened. Add the madeira and cook until the volume of the liquid has reduced by half.
Add the red wine and continue to cook until the volume of the liquid has reduced by reduce by two-thirds, then add the stock and bring to the boil.
Continue to cook until the volume of the liquid has reduced by reduce by two-thirds, then add a knob of butter, salt and freshly ground black pepper.
Heat a frying pan until hot, add the remaining butter and the button onions and fry for 2-3 minutes, or until golden and just tender. Add the mushrooms and fry for another 2-3 minutes. Season with salt and freshly ground black pepper, then stir in the chervil.
Meanwhile, for the mash, preheat the oven to 180C/350F/Gas 4.
Cut the top and bottom off of the smoked garlic and place on a roasting tray. Drizzle with the olive oil and roast in the oven for 20-25 minutes, or until softened.
Meanwhile, cook the potatoes in boiling salted water for 15-18 minutes, or until tender. Drain and return to the pan over the heat to drive off any excess moisture.
Remove the garlic from the oven and squeeze the flesh into the potatoes.
Mash the potatoes, then return the pan to the heat and add the olive oil, cream and milk. Beat the mixture until smooth. Season, to taste, with salt and freshly ground black pepper.
To serve, spoon the mushrooms onto serving plates. Carve the beef into thick slices and place onto the plates. Spoon the mash alongside then finish with a drizzle of madeira jus.