If you want something good and simple to serve with beef wellington, I would go with roasted asparagus. You can buy fresh asparagus, trim off the ends, lay out on a shallow pan. Drizzle with olive oil and toss and spread out in a single layer. Sprinkle with sea salt and bake for 15 minutes in a 475 degree oven. Serve with fresh bread and you have yourself a very nice meal.