Start this recipe by heating the oil in a pan and cook the onions and chopped thyme for 10 minutes till soft. Remove from the pan and mix with the horseradish. Put aside. In the same pan, seal the beef fillet on all sides them remove from the pan. Lay the Parma ham on a baking tray, slices in a row overlapping. Place the beef fillet on top and spread over the horseradish mixture. Wrap up tightly in the Parma ham and place in the oven to continue to cook for 10-15 minutes, or to your liking. To prepare the potatoes, crush with the milk and ¾ of the grated gbejna. Season with pepper and salt and spoon into 2 ramekins. Top with the remaining grated gbejna and place into the oven for 5 minutes to brown the cheese. When ready, serve the Parma ham beef fillet with the gbejna potatoes and cook vegetables.