Preheat the oven to 200°C fan.
Trim the top off the butternut squash, carefully slice it in half lengthways, then peel and remove the seeds.
Make two long strips of squash by cutting off the bulbous part from each half. Roughly chop the leftover bulbous parts and transfer all the squash to a baking tray. Drizzle with olive oil, season with salt and pepper, and roast for 30 minutes.
Add the walnuts and roast for another 5 minutes.
Heat a drizzle of olive oil in a frying pan on a medium heat. Add the shallots and fry for eight minutes.
Add the mushrooms and garlic to the frying pan and fry for 10 mins.
Add the thyme along with the soy sauce. Fry for five mins.
Transfer the mushroom mixture to a food processor along with the dijon mustard, generous pinches of salt and pepper, as well as the walnuts and roughly chopped pieces of squash from the oven (leave the long pieces of squash to one side for later). Process until mostly broken down.
Add the spinach to a pan on a medium heat along with a tbsp of water. Cook for a few minutes until wilted, then drain any excess water from the spinach.
When the mushroom mixture has mostly cooled, start assembling the wellington.
Roll out the first roll of pastry onto a large baking tray lined with baking paper. Spoon two-thirds of the mushroom mixture down the middle of the pastry, around 7cm wide, leaving a few centimetres clear at the top and bottom.
Pop the wilted spinach over the mushroom mixture and place the long roasted pieces of butternut squash on top.
Spread the remaining mushroom mixture over and around the butternut squash, filling in any gaps.
Roll out the second sheet of pastry and place over the wellington.
Press down with your fingers to seal the two sheets of pastry together. Trim the excess pastry with a knife and use a fork to crimp the edges (you can use the excess pastry to decorate the wellington and refrigerate the excess for a couple of days in an air-tight container to use in another recipe). Then make three cuts to the top of the wellington to allow the moisture to escape.
Brush the wellington with plant-based milk and bake for 35-45 minutes at the same temperature (200°C fan) or until the pastry is golden brown.
Serve with your favourite sides and a good helping of gravy.

Healthy Christmas recipes: butternut squash and mushroom wellington