ADVANCE PREPARATION: 2 to 4 hours for marinating the meat
For many people, filet mignon is the ultimate steak. It’s certainly the most expensive. Curiously, the very qualities that make filet mignon so expensive and desirable—it is lean, tender, and mildly flavored—pose a challenge for the cook. Fat is what gives meat its flavor, and a fillet’s relative leanness makes its taste somewhat bland. The lack of marbling also gives it a tendency to dry out. To combat these tendencies, I like to marinate filet mignon before grilling (the marinade adds flavor and moistness). I also like to wrap the fillets in bacon to keep them from drying out.