We suggest a dry, high heat method such as grilling, roasting, pan-frying, or broiling for cooking Filet Mignon. Since Filets are a thick steak, you should grill the sides as well as the top and bottom.
Cutting into the meat to check doneness lets juice escape. That's why we recommend a meat thermometer and the touch method. Simply touch the meat. If it feels soft and leaves an imprint, it is rare. If it is soft but slightly resilient, it is medium-rare. When it feels firm, it is overdone.
Check out the links below for more directions: