1. Preheat oven to 200 degrees Celsius.
2. Pat monkfish fillets dry with kitchen paper. Season with salt, pepper and lemon juice.
3. Heat a pan over medium heat and add olive oil. Briefly fry monkfish fillets on both sides until lightly golden brown and not yet cooked through. Set aside.
4. Roll out puff pastry and cut into four squares, large enough to wrap the fish fillets in.
5. Optional: Place 2-3 thin slices of bacon on each pastry square. Place a monkfish fillet on top and wrap the bacon around the fish.
6. Fold the puff pastry around the fish and seal the edges well. Fold the ends down so the fish is well enclosed.
7. Use the beaten egg to brush the top of the puff pastry.
8. Place the wrapped monkfish fillets on a baking tray lined with baking paper and bake for about 20-25 minutes, or until the puff pastry is golden brown and crispy.
9. Remove from the oven and allow to cool briefly before serving the monkfish parcels.
Serve with a lemon herb sauce and classic mashed potatoes, for example.