Pan-Seared Baked Filet Mignon with Madeira Pan Sauce

The goal in developing this filet mignon recipe was to replicate the best restaurant filet at home, with a rich, brown crust and a tender interior, topped with a luscious pan sauce. To cook our filets perfectly, inside and out, we pan-seared evenly cut, well-dried filets in a 10" heavy-bottomed skillet, then transferred the meat to a hot oven. Finishing the steak in the oven prevented the fond - the richly flavoured brown bits in the bottom of the pan - from burning and gave us time to start the sauce, which we made in minutes while the steaks were in the oven.

4 (1½" thick) filet mignon, dry with paper towel
4 tsp. extra-virgin olive oil
sea salt
black pepper, freshly ground
1 medium shallot, minced
1 cup madeira wine or 1 cup sherry wine
1 tsp. anchovy paste
1 Tbsp. fresh parsley, minced
1 Tbsp. fresh thyme, minced
1 Tbsp. Dijon mustard
1 Tbsp. lemon juice, freshly squeezed
3 Tbsp. unsalted butter, softened
sea salt
black pepper, freshly ground

Preheat oven to 450°F (230°C/210°C fan, Gas Mark 8).

Heat a skillet (not nonstick) over high heat until very hot.

Rub steaks with oil and then salt and pepper.

Sear steaks without moving until nice and brown and crust has formed about 3 minutes each side.

Place steaks on a baking sheet and bake for 2-4 minutes very rare; 4-6 minutes rare; 6-8 minutes medium rare.

While baking make sauce.

When steaks are done put on a platter cover and let rest 5 minutes.

In the skillet the steaks were cooked in, heat to medium low heat.

Add shallots and stir until soft. Add Madeira and rest of the ingredients. Scrape up the bits in pan. Simmer until reduced to 1/3 cup. Stir in butter.

Serve steaks with warm sauce.

Makes 4 servings.