Individual Beef Wellingtons with Caramelized Onions and Bleu Cheese Rosemary Compound Butter

butter ((softened))

Gorgonzola crumbles

sprigs of fresh rosemary ((leaves chopped))

beef tenderloin ((2 inches thick))

bacon fat ((or olive oil, or butter))

kosher salt

black pepper

onion ((thinly sliced))

butter

sheets puff pastry

eggs (beaten (separated))

water (separated)