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1
Tie a piece of string around the middle of each filet to keep it secure while cooking.
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2
TO MAKE THE CRUST: In a small skillet over medium heat, heat the butter till golden brown, add in the dry bread crumbs and toss till well combined and immediately remove from heat.
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3
Transfer the bread crumbs to a bowl, combine them with the horseradish and season with salt to taste and reserve for later.
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4
TO MAKE THE SAUCE: In a 9-inch skillet over medium heat, heat the butter.
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5
When melted, add in the onion and saute/fry, stirring on occasion, for 3 to 4 min or possibly till tender and golden brown.
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6
Add in the beef broth and simmer till 3/4 c. remains.
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7
Add in the cream and boil till you have 1 c. of liquid in total.
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8
Season with salt and pepper to taste and remove from the heat.
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9
Preheat the broiler or possibly the oven to 475 F. Bring 2 qts of salted water to a boil and add in the filet mignons.
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10
Simmer them gently for about 5 min for rare, 7 min for medium-rare and 10 min for medium-well done.
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11
(The simmering actually cooks the beef while keeping it tender.)
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12
Remove the filets mignons with a slotted spoon and pat dry with paper towels.
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13
Set them on a broiler rack or possibly baking sheet and top each filet with the horseradish crust.
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14
Meanwhile, over low heat, bring the sauce back to a simmer, without boiling.
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15
Broil the beef just long sufficient to give the crust a golden brown hue or possibly bake for a few min or possibly till top looks a little dry out.
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16
Remove from heat and set a filet mignon in the middle of a dinner plate and remove the string.
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17
Add in the dill to the sauce and remove from heat.
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18
Spoon some sauce over and around each filet and serve immediately.