how to cook filet mignon in a pan
1 Pre-heat your oven to 425 degrees. 2  Season the filet mignon with salt and pepper on both sides. 3  I use approximately 1/8 tsp. salt and pepper per side. 4  Heat a large oven-proof saute sautÃ© (Pan i prefer a stainless steel; skillet'don t use a-non stick) pan over-medium high. 5  Heat add the olive oil and let it get.  hot Season the filet mignon with salt and pepper on both sides. 2  I use approximately 1/8 tsp. salt and pepper per side. 3  Heat a large oven-proof saute sautÃ© (Pan i prefer a stainless steel; skillet'don t use a-non stick) pan over-medium high.  heat