My grocer had a special on beef tenderloins. I bought a big one, sliced it up, and most of it is in the freezer. Here's what I did with a couple of slices of it, which I can only call -- filet mignon. (It's amazing the deals you can get if you are willing to cut the large pieces of meat into smaller pieces.)

Warning: I have always said that with a good piece of beef, I prefer it cooked only to the point that a good vet could have saved it. I believe that if you are a carnivore, you should bask in it, or at least admit it.

Heat the cast iron skillet. I know, you could have a grill. It is February, and cold. I heated a cast-iron skillet. Put in a tiny bit of oil, just to coat the surface of the skillet. When it's hot, put in the filets. I cooked two, each at least two inches thick.

Two ways to go here. First night, I cooked the beef on one side in the skillet for three minutes, flipped it, and put it in the pre-heated oven at 250 for 8 minutes. Because the cast-iron skillet was hot and holding the heat, that worked. Another night, I cooked it all on top of the stove. With a lid. Again, because it was cast iron, that also worked. My goal was to not overcook it, but to get that yummy sear on the outside. If you like your beef cooked all the way through, well, first of all, do not spend the money on beef tenderloin/filet. Waste of your money. Buy chuck roasts and cook the heck out of 'em. I do that, too. But this cut -- man. You'd be nuts to cook it to gray.