Heat a frying pan up to medium on the stove while heating the oven up to 400 degrees F. Melt a piece of butter in the pan and stir it around until the foam subsides. Once this happens, lay a couple filets in the pan. Try to have twice as much pan as meat. This will give you a hot spot to flip the meat to. If you have a hood fan, turn it on. If not, open a window to keep the air moving. Fry the steaks until they are brown to dark brown. Flip them over to the unused portion of the pan and repeat. Once the first two steaks are done, remove them to a plate and cook the rest of the steaks the same way.
Once all the steaks are done, turn the heat off on the pan and return all the steaks to it. You will finish your steaks in the oven. To cook your steaks to the way you like them, use a thermometer to check them as they cook. If you have a digital thermometer probe that you can put in the oven, that would be the best. If not, you can check them before they go in and then in 5-10 minute intervals once they are in the 400 degree F oven. Rare meat is 120–125 degrees, medium is 140–150 degrees, and well done is around 160–170 degrees. Before serving the steaks, remember to let them rest for a few minutes in an elevated position like a rack and covered loosely with aluminum foil.
OR
Broiled Bacon-Wrapped Filet Mignon
To broil the bacon-wrapped filet mignons, follow the preparations here but then read my article How to Broil Steak to broil the filets.
If you decide to serve the filet mignon sans bacon, no one will be upset if you eat all the bacon wraps yourself.
When wrapping the filet with the bacon, don't pull the bacon tight, just snug. If the bacon is too tight, it will come off.
The toothpick should just go through once and out the other side like pinning a button to a shirt. If you try to get complicated with the toothpick, it will break.
Use a simple bacon that doesn't have too many distinct flavors. The smoke flavoring is what you are really after.
Don't forget to take the toothpick out before serving.
