Our best methods (and recipe ideas) for cooking filet mignon include grilling, skillet cooking, baking in the oven, air-frying, and pressure-cooking. Filet mignon should be cooked quickly using direct ...

2 (5- to 6-ounce) filet mignons (about 1 1/2 inches thick; see note)> Coarse salt> Cracked black pepper> 2 teaspoons olive oil> Red Wine Sauce, optional (see recipe)> Season filets generously on both ...