Rub the venison steaks with salt and pepper. Add 1 tbsp. of oil into a hot pan, then add the venison, a knob of butter and sprig of thyme. Sear the venison for 1 minute on each side, remove from pan and leave to cool completely.
Return the pan to a medium heat. Add the onions, garlic, remaining thyme (leaves only), brandy and more oil if required. Cook on a low heat for 15 minutes until soft.
Leave the onion mix to cool before blending to a smooth paste. Stir in the pate and season to taste.
Cut the pastry into 8 circles large enough to contain the steaks. These will be 4 to sit under the steaks and 4 large circles to cover them and create a parcel. Assemble the wellingtons on an oven tray lined with baking parchment.
Place a steak in the centre of the smaller pastry circle and top with a generous tbsp. of the onion mix. Brush egg wash around the pastry edges and cover with the larger pastry top. Press the edges to seal and crimp with a fork. Trim off any excess pastry leaving 1cm around the edge. Repeat the process with the remaining steaks and chill in the fridge for at least 30 mins or overnight.
Cut a small cross in the top of each wellington and brush all over with the egg wash. Place on a baking tray lined with parchment and cook in a pre-heated oven at 200°C for 25 minutes. Remove from the oven and leave to rest for 5 minutes before serving.