In a skillet add a little olive oil over a medium heat and season Filet Mignon with a little salt and pepper. Cook for 4 minutes per side for rare, 6 minutes per side for a medium and 8 minutes per side for well-done.
Grill - Pat Filet Mignon dry and season with salt and pepper. Place on hot oiled grill and grill about 4 minutes on each side for medium rare.