Recommended preparation: Preheat oven to 400ºF. Trim bacon to match the thickness of the filet. Wrap uncooked bacon around the perimeter of the filet and secure with toothpicks.
In a medium oven proof pot, sauté pan or dutch oven place steaks and ½ cup liquid such as water, vegetable broth or beef broth. Cover and bake for 25 - 35 minutes until filet is heated through.
Alternate preparation: Preheat oven to 400ºF. Place filet mignon in the center of a large sheet of aluminum foil and fold, creating a pouch. Bake for 30 minutes until heated through.