Step 1
Preheat oven's broiler and set the oven rack about 6 inches from the heat source.
Step 2
Place beef tenderloin filets in a broiler pan and broil until slightly browned but still very rare about 2 minutes per side. Remove the filets and set aside to rest; reduce heat to 375 degrees F (190 degrees C).
Step 3
Heat olive oil in a skillet over medium heat and cook and stir shallot and garlic until the shallot is translucent about 5 minutes.
Step 4
Pour in Pinot Noir bring to a boil and cook until sauce is reduced by half about 10 minutes stirring often. Stir in garlic salt and Italian seasoning. Reduce heat to low.
Step 5
Slowly stir cream cheese into the sauce until you get a creamy purple sauce. Remove the sauce from the heat.
Step 6
Place puff pastry sheets on a work surface and cut each sheet in half crosswise.
Step 7
Spoon a generous amount of sauce onto a puff pastry sheet half and center a tenderloin filet onto the sauce.
Step 8
Fold the puff pastry sheet over the steak and sauce and press the edges all the way around to seal. Repeat with remaining steaks. Place the pastry-covered steaks onto a baking sheet.
Step 9
Whisk the egg white and water in a bowl and brush the mixture over the tops of the pastry.
Step 9
Bake in the oven until the pastry is browned and puffed and the steaks are the desired degree of doneness about 25 minutes. An instant-read meat thermometer inserted into the center of the meat should read at least 145 degrees F (65 degrees C).