You need 7 ingredients. The key ingredients include: Filet mignon, the most tender beef cut of all, is an expensive cut of meat often reserved for special occasions. A lean steak measuring up to 2 inches thick, filet mignon comes from the tenderloin of the beef, located between the sirloin area and the ribs. Tender cuts such as filet mignon and porterhouse and T-bone steak are best cooked to medium-rare, using high-temperature cooking methods such as broiling., Thaw frozen filet mignon. Refrigerator-thawing, which may take up to 24 hours for thick steak, is the safest method. If you don't have time to thaw filet mignon in the refrigerator, thaw it in cold water: Place the meat in an airtight package, then submerse the package in a bowl of cold water. Pour out the water and replace it with fresh water every 30 minutes. Thawing in cold water takes 2 to 4 hours, depending on the thickness. Never defrost filet mignon at room temperature., Remove the steak from the refrigerator 20 minutes before cooking to allow the steak to warm to room temperature. Don't allow the steak to remain out of the refrigerator any longer, as bacteria may develop. Warming the steak to room temperature promotes even cooking, especially with thick cuts of meat., Place an oven rack about 4 to 6 inches below your oven's heating element. Turn the oven on broil and allow the oven to preheat for at least 15 minutes., and more.