Preheat the oven to 400 degrees. Wrap the beets in foil and bake until a paring knife slides easily into the center of the largest beet, about 1 hour. When cool enough to handle, peel the beets, thinly slice them, toss with 1 tablespoon of olive oil, and sprinkle with salt and pepper to taste; set aside.

Heat 1 tablespoon of the oil in a large sauté pan over medium heat. Add the shallots and leeks and sauté until they begin to caramelize, about 15 minutes. Remove from heat and reserve. Heat the remaining olive oil in a large sauté pan placed over medium heat. Add the mushrooms, thyme and rosemary. Season with salt and pepper to taste and cook until the mushrooms begin to release their liquid, about 3 minutes. Continue cooking until the mushrooms are golden brown, about 10 to 15 minutes. Add the shallot-leek mixture to the mushrooms and stir. Pour in the wine and sauté until it has nearly evaporated. Remove from heat and let cool to room temperature.

Lightly flour a work surface. Place the puff pastry on the surface and lightly flour the top of the pastry. Roll slightly to enlarge a bit and get the pastry smooth. Place on a rimmed baking sheet lined with parchment paper. Make sure that the long side is facing you. Starting an inch from the short side and about 2 inches in on the long side do a layer with half the beet slices alternating colors. Pile the mushroom mixture on the beet slices. Drop the goat cheeses evenly atop the mushrooms and sprinkle the tarragon on top. Finish with the remaining beet slices. Carefully roll the pastry over the top of the beets. Seal edges.

Chill for at least one hour or up to 24 hours, or freeze until ready to bake.

Preheat the oven to 400 degrees. Cut three 2-inch slashes on the top of the Wellington to vent steam. Whisk together the egg yolk, water and a pinch of salt. Brush the Wellington with the egg wash, and bake until golden brown, and dry to the touch, about 1 hour. Let cool for about 10 minutes then carefully slice in 1- inch slices. Serve right away.

Serves 6-8