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Bacon-Wrapped Filet Mignon With Horseradish Sauce

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“This is Cook's Illustrated method of cooking a filet mignon. If you're cooking for someone who insists on well-done steaks, use a thinner cut of meat. I recently cut small steaks from a petite fillet and cooked in this manner and they were fantastic . . . so cute too!”

Ingredients Nutrition


  1. Sauce:
  2. At least two hours prior, mix together the mayonnaise, sour cream, horseradish, mustard and lemon juice; cover and place in refrigerator.
  3. Steak:
  4. Adjust oven rack to lower-middle position, place rimmed baking sheet or cast iron griddle on oven rack, and heat oven to 450 degrees.
  5. When oven reaches 450 degrees, heat 10-inch heavy-bottomed skillet (not nonstick) over high heat on stovetop until very hot, about 3 minutes.
  6. Meanwhile, rub each side of steaks with 1/2 teaspoon oil and sprinkle generously with salt and pepper.
  7. Wrap 1 slice bacon around circumfrence of each filet, overlapping ends and securing to meat with toothpick.
  8. Place steaks in skillet and cook, without moving steaks, until well-browned and a nice crust has formed, about 3 minutes.
  9. Turn steaks with tongs and cook until well-browned and a nice crust has formed on second side, about 3 minutes longer. (watch carefully).
  10. Hold filets on their sides briefly with tongs in skillet to crisp bacon slightly.
  11. Remove pan from heat, and use tongs to transfer steaks to hot baking sheet in oven (which has been lightly sprayed with non-stick cooking oil).
  12. Roasting times:
  13. Very Rare: 2 to 4 minutes (center of steaks will appear cherry red and feel very soft and loose when cut with tip of paring knife),.
  14. Rare: 4 to 6 minutes (centers will appear red and soft),.
  15. Medium Rare: 6 to 8 minutes (centers will appear pink and feel firm but juicy).
  16. Medium: 8 to 10 minutes (centers will appear light pink and feel firm and compact).
  17. Transfer steaks to large plate; loosely tent with foil, and let rest about 5 minutes before serving.
  18. Serve with horseradish sauce.

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