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1
Remove the beef from the refrigerator at least 1 hour before cooking and let come to room temperature.
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2
Rub all over with 2 tablespoons of the olive oil and sprinkle with 2 tablespoons of the rosemary and the pepper, massaging the beef so the seasonings adhere.
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3
Preheat the oven to 400F.
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4
Prepare a hot fire in a charcoal or gas grill and let the coals burn to gray ash with a slight red glow; if using a gas grill, heat the grill on medium.
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5
Season the fillet all over with the salt and grill over the hot coals for 3 to 4 minutes per side, turning three times to sear on all four sides, 12 to 15 minutes total.
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6
Remove the fillet from the grill, transfer to a rimmed baking pan, and add the shallots, remaining 2 tablespoons olive oil, and remaining 1 tablespoon rosemary.
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7
Season with salt and pepper and toss to coat the shallots evenly.
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8
Roast in the oven for 15 to 20 minutes, until an internal thermometer inserted in the thickest part of the meat reaches 110F for rare or 120F for medium-rare and the shallots are crispy around the edges.
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9
Remove from the oven, transfer the meat to a wooden cutting board, and let rest, loosely covered, for about 10 minutes before slicing.
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10
The shallots should be soft and slightly brown around the edges; if they need to be cooked a little more, put them back in the oven while the meat is resting.
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11
The temperature of the beef will continue to rise about another 5 degrees.
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12
Slice the fillet into 1/2-inch-thick slices and serve warm or at room temperature with a scattering of crispy roasted shallots.
