Heat a skillet or frying pan over a high heat. Sear beef on all sides (about 6 minutes total cooking time). Leave to rest for 5 minutes.
Using a potato peeler, peel cucumber into wide strips. Cut capsicum into strips as wide as the cucumber. Peel avocado, remove stone and cut flesh into small wedges.
The next step is a little tricky. Sit fillet on its side and, using a sharp knife, roll it along a board cutting as you go to make a long strip of beef, and cut in half lengthways. Lay two cucumber strips on the board and place half the beef on each one, spread some mustard on the beef and sprinkle with a little salt. Lay some pepper on top, then roll up. Wrap some more cucumber around the roll to secure it, then poke pieces of avocado into the beef.