Welcome to the forum Edie.
That looks like a gorgeous recipe, CC, I only wish my DH wasn't lactose intolerant so that I could (fantasise about) giving it a go. An option which might work, although nowhere near as spectacular as a "Wellington" is to make the Beef Stroganoff recipe in the EDC, but use tofu instead of beef - in fact, thinking about it, this may work as the filling for a "Wellington" - it's a while since I have made it so cannot remember it really well, but may help to give you some ideas if nothing else.
In case you haven't done so already, have a browse through the vegetarian and vegan recipes on this forum and see if anything else catches your fancy - in fact, I think I may have posted the Tofu Stroganoff recipe on there quite some time ago, but cannot remember for sure.