Boil the potatoes in salted water for 15–20 minutes, or until tender.
Meanwhile, heat a barbecue or griddle to hot. Grill the beef fillets and Portobello mushrooms for 3–4 minutes on each side for medium-rare. Increase the cooking time for well done.
Heat the Madeira in a frying pan and whisk in most of the butter until you have a smooth sauce. Add a thyme sprig and then the cooked steaks. Remove from the heat, cover and allow the steaks to rest in the sauce. Keep the Portobello mushrooms warm.
Pour 100ml/3½fl oz of double cream into a saucepan. Add the olive oil, remaining thyme sprig, the bay leaf and whole peeled garlic clove. Bring to a simmer, turn off the heat and set aside to infuse for 15 minutes.
Drain the potatoes and mash well until smooth. Strain the herby cream through a sieve and beat it into the potatoes until you have a very soft mash.
Melt the remaining butter in a large frying pan and add the sliced garlic. Add the wild mushrooms and sauté, stirring occasionally, for 5–10 minutes. Season and stir in the parsley.
Remove the steaks from the sauce and slice into thin strips. Add the Worcestershire sauce to the Madeira sauce and reduce until you have about 3 tablespoons. Stir in the remaining double cream and the peppercorns.
Spoon the mashed potato into the middle of two serving dishes. Place the Portobello mushroom in the centre and lay the beef sliced on top. Spoon over the wild mushrooms and serve with the sauce.