Preheat the oven to 180°C (350°F/Gas 4). Heat an ovenproof frying pan over high heat. Season the venison with salt and pepper. Add the oil to the pan, then the venison and sear on all sides. Place in the oven and roast for 2 minutes, then turn over, season again, and roast for another 2 minutes. Rest in a warm place for 6–10 minutes.
When ready to serve, return the venison to the oven for 1 minute. Remove from the oven and halve each piece widthways. Serve immediately.