That's a good start!
I don't consider tenderloin or filet mignon to be among the most tasty cuts. They are almost certainly the most
tinder cuts. The cooking challenge is to take these exceptionally tinder meats and cook in them in a way that preserves their tenderness and yet imbues them with flavor. That is why filet mignon is so often served with various sauces perhpas Bernaise or Bordelaise. And that's why Wellington is popular, also noting that your Wellington can be served with a sauce over, any of them.
Myself, I prefer rib eye when cooking plain steaks no sauce, because of the marbling, which is not present to any significant degree with filet mignon or tenderloins. Nor do I like the larger cuts because I want my steaks thick, not big, and most cuts would serve a small army if they're cut perhaps 2" thick. That's one thing going for filet mignon and other tenderloin cuts, that the overall size of the muscle is small so you can serve a very thick cut and still keep it within a reasonable serving size (perhaps 6-8-10 oz.).
Yeah I've ate a pound of beef before, probably more on occasions. I've sometimes cooked prime rib and served 24 oz. portions, but that was the old days when I was young and stupid and really liked lots of beef!
I think 6-8 oz. is a pretty reasonable serving size considering modern sensibilities. Wellington is a good way to dress up smaller serving sizes..