This is a basic recipe to make bacon wrapped fillet. The searing keeps the meat moist while baking.
Note: I prefer a local uncured, applewood smoked bacon. Choose based on preference but try to select a more meaty cut if possible.
Trim the perimeter of the fillets to remove the large segment of fat that's usually present. Be very careful not to remove any meat. When complete, the entire fillet should be considered edible without further trimming based on your (guest's) preference.
Cut the fillets into small, round steaks 2-3" in diameter. Each fillet should yield 2 to 3 fillets.
Add the butter to a 12", oven safe skillet and begin to melt over low heat.
Tightly wrap each fillet with one slice of bacon, pinning the bacon to the fillet where the bacon overlaps itself with a single toothpick.
Add a small dash of salt and pepper to taste on top of each fillet. Flip and repeat.
Increase the heat under the skillet to medium and then add the fillets.
Cook for two minutes to sear the meat. Flip the fillets and sear the other side for 1-2 minutes. If possible, very gently nudge the fillets against the edge of the pan just enough to make contact to help sear the bacon during this time. DO NOT squeeze the fillets!
(Optional) Add just a few crumbles of blue cheese to the top of each steak. Don't overdo this; blue cheese is strong and not the centerpiece of this dish.
Immediately remove the entire skillet and place it in the oven for 7-10 minutes. This can vary depending on the thickness of the steaks (assumes about 1") and wellness preference. I prefer to err on the side of rare for these small steaks. You can always heat them further.
Remove the skillet from the oven and allow the fillets to sit for 2 minutes before you move them. This allows time for the juice to re-absorb.
Gently remove the steaks from the skillet, and then the toothpicks from the steak. Serve immediately.