1. Preheat oven to 180°C (350°F).
2. Place wapiti medallions in a shallow dish. Combine red wine and maple syrup in a small bowl and pour mixture onto meat. Cover dish with a sheet of plastic wrap. Allow to marinate for 30 minutes in the fridge. Heat oil in a skillet over medium-high heat and sear medallions for 1 minute on each side. Season each medallion with thyme and pepper. Reserve.
3. In a small bowl, mix melted butter and milk. Place a sheet of phyllo pastry on a flat work surface. Brush both sides with the butter mixture and place a second sheet of pastry on top, brushing with butter. Place two more sheets on top, brushing with butter each time. Cut stacked phyllo pastry sheets into two lengthwise. Repeat process with the 4 remaining pastry sheets.
4. On each phyllo rectangle, at the centre of one end, place a piece of Roquefort cheese and a medallion. Fold the end over to cover the filling, and then fold the rectangle sides toward the centre.
5. Roll up each pastry rectangle and seal well (follow instructions on Compliments phyllo pastry package). Brush the top of pastry with butter mixture.
6. Place on a buttered baking sheet and bake in the oven for 20 to 25 minutes, or until phyllo pastry is golden. To serve, cut each Wellington into two and accompany with a green salad. If desired, garnish plate with a piece of Roquefort cheese and fresh thyme sprigs.

Aide-gourmet tip: Omit red wine and maple syrup. Spoon 15 mL (1 tablespoon) of commercial demi-glace sauce onto each wapiti medallion and add a few dried cranberries before rolling up phyllo pastry.