Roll the beef in the peppercorns until all have been firmly lodged into the meat. Paint with some of the oil and sprinkle with salt.
Place a drip tray under the spit to catch the juices and pop the fillet on to the spit. Cook for about 20 minutes.
Just before the meat is cooked, add the cream to the tray under the meat. Pour the Cognac over the meat and let it flame. Remove the