Pastry not "sticking" to beef Wellington
I never find that the pastry actually "sticks" to the contents when making a wellington. The meat will shrink slightly as it cooks so the pastry you have wrapped around it will have a certain amount of space between it and the contents. 

Try cutting thicker servings and making sure you have a well sharpened, long bladed knife to cut it with. Use the entire length of the blade with long strokes to get through the pastry and meat as smoothly as possible. This should stop the pastry breaking or falling away, then when you serve it will at least appear to be stuck on.

Hope that helps!