Remove the beef from the fridge about 3 hours before cooking to allow it to come to room temperature. Preheat the oven to 220ºC/425ºF/Gas Mark 7. Using a sharp knife score the fat in a criss cross pattern without cutting through to the meat. Season well.
Place the shallots, celery, carrots, rosemary and bay leaf in the base of a snug fitting roasting tin. Top with the beef and roast in the oven for 20 minutes. Remove the beef from the oven and reduce the oven temperature to 180ºC/350ºF/Gas Mark 4. Leave the door open so the oven reduces temperature quickly. Baste the meat and return to the oven and roast for 30 minutes.
Meanwhile mix together the breadcrumbs and 2 tablespoons of the thyme. Then mix together two thirds of the crumb mixture with the horseradish and cheese in a separate bowl until well blended. Remove the meat from the oven and baste.
Spread the Boursin mixture over the fat, spreading and pressing down well, then top with the remaining breadcrumb mixture pressing down well. Drizzle over a little oil. Roast for a further 30 minutes for rare/medium or cook longer for well done.
Remove the meat from the oven and transfer the meat and vegetables to a warm serving plate, cover well and allow to rest for 30-40 minutes. Meanwhile pour off most of the excess fat from the roasting tin.
Place the pan over the hob and deglaze the pan with the cognac, scraping up any juices. Pour in the wine and bring to the boil and boil rapidly until reduced. Strain into a saucepan and add stock and remaining thyme. Bring to the boil and cook rapidly until reduced by half. Remove the beef and pour any juices and redcurrant sauce into the gravy and stir until smooth. Slice the beef and serve with the gravy, shallots, celery, roast potatoes and steamed green vegetables.