Preheat the oven to 180C/355F/Gas 4.
Chop the soaked mushrooms and then mash to a paste with a pestle and mortar.
Place the mashed mushrooms, vinegar, onion, garlic, rosemary, parsley, oregano, sugar, salt and freshly ground black pepper into a blender and blitz to a paste.
Place the bacon rashers together, side by side, onto a chopping board to form two sheets. Place a lamb fillet at the rasher ends of each sheet, ready to roll up.
Spread the paste mixture evenly over the top of each lamb fillet, then roll up each fillet like a cigar, wrapping them up in the bacon sheets, to form a roll.
Place the two fillets in a roasting tin, making sure the rasher ends are tucked under the fillet on the bottom of the tin. Transfer to the oven and roast for 15-25 minutes, depending how rare or well done you like your lamb.
Remove the fillets from the oven and allow to rest in a warm place for 5-10 minutes.
To serve, slice the wrapped fillets on the diagonal and place onto warmed plates. Serve with mashed potatoes and root vegetables alongside.