Whether you are grilling or baking, the filet mignon is a simple steak to cook. The lack of marbling and fat makes it difficult to serve without a sauce. Using flavored butter or a flavored sauce on top of your filet mignon adds flavor and moisture. Classic choices for this type of sauce are Hollandaise and Béarnaise. If you have time to make a flavored butter ahead of time, put it on the filet before baking.
For a beautiful crust on your steak, try broiling it. This method is very similar to using an indoor grill. Just make sure your broiler is set high and preheated. Brush the filet with olive oil and season with your favorite seasoning. Place the pan on the oven rack or cast iron skillet and place the steaks on the top. Once done, cook them for about 15 minutes. Then, let them rest for five minutes before serving.
The next step in cooking filet mignon is to prepare the grill. A butterbath is an excellent way to achieve the Maillard reaction and enhance the flavor of the steak. Then, transfer the steak to a serving plate and cover with aluminum foil. Allow it to rest for five minutes before serving. While broiling, remember to keep the heat low and the rack at three to four inches from the heat.