Gordon Ramsay's Beef Wellington at Savoy Grill London. Is It Good? (Video: The Gourmet Plate) Hello foodies, today's a special day! We're going to try the famous Gordon Ramsay's Beef Wellington from the Savoy Grill in London! On top of that we're also savouring their Sunday Roast that comes with a beautiful piece of aged pink Sirloin, a puffy shredded beef Yorkshire Pudding & a side of sweet Vegetables!