Sauté eggplant in vegetable oil until golden brown. Remove from oil and set aside.
In a sauté pan add the onion, mushrooms & a pinch of salt and black pepper, and saute in butter. Then add Marsala and beefstock allowing the wine to reduce by 85%. The wine should be almost all evaporated and reduced to a thick syrup.
Allow the pan to cool for a minute. Cut the butter into small cubes (about 6). Return the pan to low heat and, using a wire whip, fold the butter into the reduced wine one cube at a time. Stir constantly as you add the butter. Do not allow the sauce to get too hot or it will separate. Once all the butter is folded in, add chopped parsley and diced tomatoes and toss.
Grill or sauté the filets to just under the your desired temperature.
Place the filets on a sheet pan and top it with the prosciutto slices then the sautéed eggplant and lay the fontina cheese on top. Place into broiler until the cheese is lightly browned. Once the cheese has browned place on the plate and spoon the sauce over the Filets. Serve with your favorite side of pasta or vegetable.