Preheat oven to 400 degrees. Rub filet with salt. In a heavy skillet, sear the meat over high heat in sweet butter until brown on all sides to seal in the juices. Set aside.
Layer 12 pieces of phyllo pastry together, brushing each layer with melted butter. Spread about half of the mushroom/shallot mixture on the pastry and place the seared beef on top. Then place remaining mushrooms on top of filet and fold the phyllo dough around the filet.
Prepare an additional 5 to 6 layers of phyllo pastry, each brushed with butter. Seal all edges of roast by overlapping with this additional pastry and brush with butter.
Place beef in a buttered baking pan and bake for about 40 to 45 minutes or until pastry is browned and flaky. Prepare Madiera sauce while beef is baking. Remove beef to a serving dish and serve with Madeira sauce.
Madeira Sauce: Melt the butter, stir in flour, and cook for 5 minutes. Add beef stock, kitchen bouquet, and Madeira. Cook until thickened.