Place oat flour, tapioca starch, potato starch, ground flaxseeds, baking powder, salt, and xanthan gum in a large bowl and mix.
Cut in non-dairy butter until the mixture of the bowl looks like breadcrumbs. Add almond milk and mix until the dough comes together into a ball. You might need more or less almond milk so add one tablespoon at a time!
Place the dough ball on a sheet of parchment paper, cover, dough with a second sheet of parchment paper. Using a rolling pin, roll out the dough into about ⅛ inch thickness.
Remove the top parchment paper.
Place cooled baked filling on the center of the rolled-out dough.
Using the bottom parchment paper as a guide, bring the dough up and over the filling on all the corners and press edges to seal.
Carefully flip the Wellington onto the prepared baking sheet so that the seal edges are at the base.
Combine glaze ingredients in a bowl. Brush on the Wellington.
Bake Wellington for 30 - 40 minutes or until golden brown.