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I don't grill filet mignon, I pan roast it.
For a two inch thick filet. Preheat the oven to 350F Heat an oven-proof skillet over high heat and add a Tb of oil. Place the filet into the HOT pan and sear for 2-3 minutes. Turn over to the other side and sear again. Place the pan and filet into the oven for 8-10 minutes (rare to medium) remove to a plate, cover, and rest the meat for 5-10 minutes.
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