Bacon-Wrapped Filet Mignon With Horseradish Sauce

"This is Cook's Illustrated method of cooking a filet mignon. If you're cooking for someone who insists on well-done steaks, use a thinner cut of meat. I recently cut small steaks from a petite fillet and cooked in this manner and they were fantastic . . . so cute too!"
photo by lazyme photo by lazyme
photo by lazyme
photo by breezermom photo by breezermom
Ready In:




  • Sauce:

  • At least two hours prior, mix together the mayonnaise, sour cream, horseradish, mustard and lemon juice; cover and place in refrigerator.
  • Steak:

  • Adjust oven rack to lower-middle position, place rimmed baking sheet or cast iron griddle on oven rack, and heat oven to 450 degrees.
  • When oven reaches 450 degrees, heat 10-inch heavy-bottomed skillet (not nonstick) over high heat on stovetop until very hot, about 3 minutes.
  • Meanwhile, rub each side of steaks with 1/2 teaspoon oil and sprinkle generously with salt and pepper.
  • Wrap 1 slice bacon around circumfrence of each filet, overlapping ends and securing to meat with toothpick.
  • Place steaks in skillet and cook, without moving steaks, until well-browned and a nice crust has formed, about 3 minutes.
  • Turn steaks with tongs and cook until well-browned and a nice crust has formed on second side, about 3 minutes longer. (watch carefully).
  • Hold filets on their sides briefly with tongs in skillet to crisp bacon slightly.
  • Remove pan from heat, and use tongs to transfer steaks to hot baking sheet in oven (which has been lightly sprayed with non-stick cooking oil).
  • Roasting times:

  • Very Rare: 2 to 4 minutes (center of steaks will appear cherry red and feel very soft and loose when cut with tip of paring knife),.
  • Rare: 4 to 6 minutes (centers will appear red and soft),.
  • Medium Rare: 6 to 8 minutes (centers will appear pink and feel firm but juicy).
  • Medium: 8 to 10 minutes (centers will appear light pink and feel firm and compact).
  • Transfer steaks to large plate; loosely tent with foil, and let rest about 5 minutes before serving.
  • Serve with horseradish sauce.

Questions & Replies

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  1. Delicious! Simple and good. I really liked the sauce with the combination of bacon and the steak. Thanks Galley Wench for a nice dinner. Made for I Recommend Tag.
  2. Delicious! Love the horseradish sauce, although I ended up with way too much. But I'm sure I'll find something to use it on! :) As DS said, what's not to like? Steak and bacon.....yum!


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