Beef Tenderloin Wellington

Salt and freshly ground black pepper 1 (3- to 4-pound) prime tenderloin, fully trimmed 1/4 cup salad oil 2 tablespoons butter 1 small onion, finely chopped 1/2 pound fresh mushrooms 2 ounces cognac 1/2 teaspoon powdered rosemary 2 (5-ounce) cans imported pate de foie gras with truffles 1 1/2 pounds puff paste or 2 (10-ounce)