The OP was asking for "tips." Puff pastry is a huge PITA, and home made isn't much if any better. So, using store bought puff pastry is a good tip. FWIW, it appears Ramsay used pre-made in his video.
Another tip for "traditional" or "classic" Wellington, is don't wrap it in Parma ham, or anything else for that matter. Ramsay's recipe is a modern affectation. Duxelles and/or pate de porc or pate de foie gras are traditional. Especially pate de foie gras.
Another is cooking the fillet to something more than a mere sear during the searing process. You want just enough cooking time to brown the croute (aka crust) in a very hot oven and not much more, or the beef will tend to [ugh] steam. I think Ramsay gets a lot of cooking done in his searing pan, but I wouldn't swear to it.
Sauce Perigeaux is a good way to bring truffles to the party. Can't go wrong with truffles.
Try poking 3 holes in top with a skewer to help prevent meat steaming. Had prepared like this 6-7 times with no negative effect on outcome of pastry and meat never 'steams'.