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1
Sauce:
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2
At least two hours prior, mix together the mayonnaise, sour cream, horseradish, mustard and lemon juice; cover and place in refrigerator.
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3
Steak:
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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.
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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.
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6
Meanwhile, rub each side of steaks with 1/2 teaspoon oil and sprinkle generously with salt and pepper.
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7
Wrap 1 slice bacon around circumfrence of each filet, overlapping ends and securing to meat with toothpick.
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8
Place steaks in skillet and cook, without moving steaks, until well-browned and a nice crust has formed, about 3 minutes.
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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).
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10
Hold filets on their sides briefly with tongs in skillet to crisp bacon slightly.
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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).
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12
Roasting times:
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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),.
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14
Rare: 4 to 6 minutes (centers will appear red and soft),.
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15
Medium Rare: 6 to 8 minutes (centers will appear pink and feel firm but juicy).
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16
Medium: 8 to 10 minutes (centers will appear light pink and feel firm and compact).
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17
Transfer steaks to large plate; loosely tent with foil, and let rest about 5 minutes before serving.
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18
Serve with horseradish sauce.
