For the sauce:
Two days ago, grind the pepper and the mustard and fennel seeds using a mortar. Brush the fillet with mustard and then roll it to freshly ground pepper. Cover with cling film and place it in the fridge.
Two hours before you start cooking, take the meat out of the refrigerator to reach room temperature.
Preheat the oven to 180C. Heat the olive oil in a saucepan and cook the meat until it gets a beautiful brown color. Use onions in the casserole as the base and place the meat on top of them. Bake for 20 minutes for medium or 35 minutes for a well-done beef.
Remove the beef from the casserole and place it on a platter covered with foil for 30 minutes to keep it warm. Put the casserole on the heat and along with the onions and meat juices, add the corn flour and the beef stock cubes. Stir the jelly and gradually pour the wine while stirring. Simmer until the liquid is reduced. Strain the sauce and remove the onions. Slice the beef, flavor it with thyme and serve with the red wine sauce.