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1. Leave 2 filet mignons at room temperature for 30 minutes before cooking. Preheat the oven to 425°F.
2. Season the top and bottom of the filet mignons with salt and pepper to taste.
3. Heat an oven-proof pan and add some olive oil. When the oil is hot, add the filets and cook them for 4 minutes without moving them.
4. Flip the filet mignons and transfer them immediately to the preheated oven. Bake them for 5 to 8 minutes, depending on the preparation you wish for.
5. Remove the meat from the oven, place on a plate, tent with tin foil and leave to rest for 5 minutes before serving.