Here is a recipe for some of the best filets I have ever had--again, not because I am a brilliant chef, but because this is a brilliant recipe. I found it at epicurious.com. Enjoy.
BLUE-CHEESE-CRUSTED STEAKS WITH RED WINE SAUCE
4 tablespoons chilled unsalted butter
3 garlic cloves, chopped
1 large shallot, chopped
1 tablespoon chopped fresh thyme
3/4 cup beef broth
1/2 cup dry red wine
1/2 cup coarsely crumbled blue cheese (about 2 ounces)
1/4 cup panko (Japanese breadcrumbs)*
1 tablespoon chopped fresh parsley
4 1-inch-thick filet mignon steaks (each 6 to 8 ounces)
Melt 1 tablespoon butter in heavy medium skillet over medium-high heat. Add garlic, shallot, and thyme. Sauté until shallot is tender, about 5 minutes. Add broth and wine. Boil until sauce is reduced to 1/2 cup, about 12 minutes. Set sauce aside.
Blend cheese, panko, and parsley in small bowl to coat cheese evenly with panko. (Sauce and cheese mixture can be made 1 day ahead. Cover separately and chill.)
Preheat broiler. Melt 2 tablespoons butter in heavy large skillet over medium-high heat. Sprinkle steaks with salt and pepper. Add steaks to skillet and cook to desired doneness, about 5 minutes per side for medium-rare. Transfer steaks to rimmed baking sheet; reserve skillet. Press cheese mixture onto top of steaks, dividing equally. Broil until cheese browns, about 2 minutes. Transfer steaks to plates.
Pour sauce into reserved skillet. Bring to boil, scraping up browned bits. Boil 2 minutes. Whisk in remaining 1 tablespoon butter. Season with salt and pepper. Spoon sauce around steaks and serve.
*Available at Asian markets and in the Asian section of some supermarkets.
Makes 4 servings.