Here's how to cook a tender, melt-in-your-mouth, whole filet mignon in under an hour. Remove tenderloin from fridge 30 minutes before cooking and let sit loosely wrapped in butcher paper at room temperature. Preheat oven to 425°F. Oil a roasting pan with 2 Tbsp. canola oil. Place the tenderloin in the roasting pan and rub with the remaining oil.
Thickness: Filet mignon steaks come in a range of thicknesses from 1/2 inch up to 3 inches. Avoid the thinner steaks! The best filet mignon will be at a minimum 1.5 inches thick, preferably 2 inches thick. Color: Choose bright red steak, which means that it’s fresh. Avoid ones that are brown or have dark spots.
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