To cook from frozen, heat oven to 200C/180C fan/gas 6 and put a baking tray in to heat up. Unwrap the Wellington and place on the hot tray. Bake for 30 mins. Cover lightly with foil and bake for 35-40 mins more, taking off the foil for the final 10 mins. Leave to settle for 10 mins before thickly slicing, or the cheese will be too melty and run out.