Mushroom Bourbon Sauce: trim the ends off the mushroom stems; wipe mushrooms clean with a damp paper towel.
Pick out the 4 largest, best-looking mushroom caps and cut the stems off at the base; thinly slice the rest of the mushrooms.
Melt the butter in a pan over medium heat; brush a little of the melted butter over the whole mushroom caps and set them aside.
Add the shallots to the pan; cook until soft and translucent, but not brown, about 3 minutes.
Increase heat to high and add in the sliced mushrooms; stirring with a wooden spoon, saute the mushrooms until they are nicely browned and all the mushrooms juices have evaporated, 3-5 minutes.
Stir in the wine; bring to a boil; let boil until the liquid is reduced by half, 3-5 minutes.
Stir in the stock; bring to a boil; let boil until reduced by two-thirds, 3-5 minutes.
Stir in the cream; bring to a boil; let boil until reduced by one-third, 4-6 minutes (sauce should be thick and creamy).
Add in the bourbon; bring to a boil; let boil 1 minute.
Whisk in the mustard and season with salt and pepper to taste; the sauce should be highly seasoned.
Set sauce aside while you prepare the steaks.
Brush each filet on all sides with mustard.
Combine the peppercorns and 1 tablespoon of salt in a shallow bowl; stir to combine.
Thickly crust the steaks with the peppercorn mixture, concentrating it on the tops and bottoms and patting it onto the meat with your fingertips.
Set up grill for direct grilling and preheat to high.
When ready to grill, brush and oil the grill grate; place the filets on the hot grate until cooed to taste, about 3-4 minutes per side for rare; 4-6 minutes per side for med-rare; or 7-8 minutes per side for medium.
Using tongs, turn the steaks on their sides to brown the edges.
Once the steaks are on the grill, season the reserved mushroom caps with salt and pepper, place them on the grate, and cook them until they are browned and soft, 2-3 minutes per side.
Transfer grilled filets and mushroom caps to a platter; let rest for 2 minutes.
To serve, spoon sauce over filets; top each one with a grilled mushrooms cap.