Preheat the oven to 200C/400F/Gas 6.
Using a 7½cm/3in chefs' ring, cut two rounds from the ready-rolled puff pastry.
Place the puff pastry rounds onto a baking sheet. Brush the pastry with the beaten egg and bake in the preheated oven for ten minutes, or until risen and golden. Remove from the oven and set aside.
For the beef, place a medium frying pan over a high heat. Rub both beef medallions with olive oil and season well with salt and freshly ground black pepper. Place in the hot frying pan and fry for one minute on each side. Remove from the heat and transfer to a warm plate to rest.
For the red wine sauce, deglaze the steak pan by placing over a medium heat and adding the red wine, stirring well and scraping the bottom to release the sediment on the pan for one minute.
Add the shallot, red pepper, chives and beef stock, bring to the boil and simmer for two minutes.
Add the butter and whisk to melt into the sauce. Season to taste with salt and freshly ground black pepper.
To make the Stilton sauce, place the cream and cheese into a small saucepan over a medium heat. Stir until the cheese has melted and the mixture has thickened. Remove from the heat and spoon a small amount onto the steaks.
To serve, remove the pastry rounds from the oven and place the steaks on top of them. Spoon the red wine sauce around.