Wikipedia defines Beef Wellington as "a preparation of filet (sic) steak coated with pâté (often pâté de foie gras) and duxelles, which is then wrapped in puff pastry and baked."
Duxelles is "a finely chopped (minced) mixture of mushrooms or mushroom stems, onions, shallots, and herbs sautéed in butter, and reduced to a paste. Cream is sometimes used as well." Wikipedia (on its Duxelles page) adds that duxelles is "notably" used in Beef Wellington.
Peronally, I would have accepted the answer "beef in pastry" – the words "cooked" and "wrapped" should be optional. A minor point, but if this was the question setter's intention it should have been made clear on the question sheet.
© Macclesfield Quiz League 2016