The Wellington sounds a great idea. I sometimes do crushed new potatoes with Venison. Boil the new potatoes, lightly crush and put in a roasting tray with rosemary,thyme, salt and black pepper. Drizzle with olive oil and roast until nice a crisp (I sometimes add garlic as well). A nice crisp salad on the side.
I because Venison is rich you don't want to compete with the potatoes - duchesse as they can be made in advance and reheated, lyonaisse or baby roasted would be nice with crushed sea salt sprinkled over them.
for Veg I would serve butter spring greens with baby carrots