Preheat oven to 375°F. Sprinkle flour on smooth dry surface and split dough into two pieces.
Gently roll out dough to form disk about 6” in diameter. Sprinkle with flour, fold in half and repeat. Do this twice.
Roll each piece of dough into oval shape about 6”long. Place spoonful of bacon jam in center of dough, roughly covering the same size as the filet.
Place filet on top of bacon jam. Roll up dough so the seams are underneath. Cut off extra dough and discard.
Place both Wellingtons on lightly greased sheet pan and brush with egg. (Sprinkle with coarse salt or sesame seeds or both!)
Place in oven and cook for 20-25 minutes or until thermometer inserted into thickest part reads 125°F. Transfer to cutting board and let rest 8 minutes before serving.