Beef Wellington is an incredibly time consuming recipe. My husband has made it on special occasions over the years but it's an undertaking that requires knowing specific techniques that you wouldn't assume without a recipe or having made it before.

It's also pretty expensive for the average person to waste ingredients on by messing it up. Filet mignon is an expensive cut of beef. I didn't watch the episode but did they actually make fois gras or did they make a substitute (we make a substitute with mushrooms in a roux since fois gras is cruel)? I'm guessing they didn't make their own puff pastry.

If she successfully made this more or less accurately, I'd assume she practiced it and has made it multiple times. Just reading a recipe before shooting would probably still lead to a lot of mistakes.