According to Eat This, Not That!, the method is simple — Bring the filet mignon to room temperature, season it heavily, and cook it with a generous amount of butter in a cast iron pan, using a spoon to continually baste the top of the steak with the melted butter. Cook for about five minutes per side, then roast it at 400 degrees for three more minutes, let it rest, and voila! Dinner is served.