It did one piece because I think it's quicker, and also easier to judge timings. But if you do individual ones you get more pastry of course, so it depends what you like.
Here's the way I did it for 4 - obviously you'll need to up the quantities.
1 x 8 inch length of fillet steak. If you use a long piece you need to fold the mignon (the thin end) under the middle so it's approximately the same thickness all along.
2 small tubs of ready-made mushroom pate
4 or 5 slices of parma ham (depend on size of slices you might need more or less)
1 block puff pastry
Egg to glaze
Roll out pastry to a thin sheet sufficient to wrap the fillet.
Lay parma ham slices out on the counter to make a rectangle sufficient to wrap the fillet.
Cover fillet in mushroom pate, then wrap in the parma ham, then wrap in the pastry. It looks prettier if you make the pastry join underneath but it's easier to make if you put the join along the top. Taste-wise it makes no difference
Seal the pastry edges with egg, then brush the top with egg glaze.
Put on an oiled baking tray and put in the oven for about 35-45 minutes at gas mark 7, or about 220 degrees. This leaves the steak pretty rare. You do need to adjust according to the thickness of the fillet.
Cut into thick slices with a very sharp knife. The knife needs to be sharp or you won't get a clean, pretty slice with the pastry etc intact.
Have a google though, there may be other methods that suit you better. It's not hard to make at all, the only art is timing it because of course you can't see how cooked the fillet is inside the pastry.