Place a pressure cooker over medium heat and add enough oil to coat the bottom of the pan. Gently cook the celery, leeks and carrots until softened. Remove the vegetables from the pan and set aside.
Return the pan to the heat and add a little more oil. Add the mushrooms and cook over moderate heat until caramelised. Remove the mushrooms from the pan and set aside.
Return the pan to the heat, adding more oil again and cook the onions and star anise until soft and caramelised. At this time, return all the cooked vegetables to the pan and cook for an additional 5 minutes, then remove from the pan.
Add a splash of water to deglaze the base of the pan, then add the liquid to the cooked vegetables.
To braise the oxtail, return the pressure cooker to the heat. Once smoking hot, add enough oil to coat the base of the pan and brown the oxtail, in batches if necessary. Tip any excess fat out of the pan, return to the heat and deglaze by adding the red wine and brandy. Flame off the alcohol by setting fire to the fumes carefully using a blowtorch.
Once the flames have died, add the tomato, bay leaf, thyme, the cooked vegetables as well as the browned oxtail, peppercorns and both chicken and beef stocks. Bring the pressure cooker to full pressure, reduce the heat and cook for 2 hours.
To make the pastry, mix the flour, suet, salt and baking powder together in a bowl. Sprinkle 300g ice-cold water over the mixture and, with clean hands, work into a smooth dough. Knead lightly and place in the fridge to rest for 10–15 minutes.
Divide the pastry into 6 x 100 g portions and roll out circles that are approximately 3 mm in thickness. Grease 6 x 150 ml pudding basins with a little butter and a dusting of flour and line with the pastry circles.
After 2 hours, allow the pressure cooker to cool before opening the lid. Once the liquid is cool, remove the oxtails and pick the meat from the bones. Strain and discard the vegetables. Place the liquid in a clean pan and place over a high heat to reduce by two-thirds or until a thick glaze is formed, removing and discarding any foam and impurities that may rise to the surface.
Remove the pan from the heat and save some sauce aside to pour over the pudding or inject just before serving. Add the picked meat, kidney pieces and some of the sauce and season with salt and freshly ground black pepper. Stir together before spooning into each pudding basin until they are full of meat, approx. 140g in each.
With the remaining pastry, roll out lids to cover the basins (approximately 6 mm in thickness). Brush the edges with the egg wash and press down firmly to seal, trimming off the excess dough.
Place a small square of parchment paper on top of each pudding and secure with an elastic band. Place in a steamer for approximately 35 minutes. Carefully remove the puddings from the moulds.
Take some of the warm sauce and using a syringe inject into the pudding, or serve the sauce in a little jug alongside. Serve immediately.