Thaw and cut the filet into four 8 oz steaks. Grill: Rest the filets at room temperature for 40 minutes. Heat grill to medium-high (approximately 450 degrees) and season filets to taste. Place the steaks on the grill and close the lid. Grill on the first side for 6 minutes. Flip and grill for another 6 minutes or until the filets reach an internal temperature of 145-150 degrees. Tent with foil and let the steaks rest for 5 minutes. Pan-Broil: Remove thawed filet mignon from refrigerator and set on counter top to come to room temperature, about 40 minutes. Pre-heat oven to 425 degrees. Season filets to taste. Heat a large oven-proof sauté pan (a stainless steel skillet works well; don't use a non-stick pan) over medium-high heat. Add 1 tablespoon of extra virgin olive oil and let it get hot. Add the filets to the hot pan and let them cook for 4 minutes. Use a timer and don't move the filets around in the pan. After 4 minutes, flip the filets and immediately transfer the sauté pan to pre-heated oven and set your timer. Cook in the oven for 5 to 7 minutes depending on your preferred level of doneness: 5 minutes for rare, 6 minutes for medium-rare and 7 minutes for medium. Remove the pan from the oven and transfer filets to a clean plate. Do not leave filets in the sauté pan or they will overcook. Tent with foil and let them rest for 5 minutes. Spoon any juices from the sauté pan over the filets and serve immediately.
