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Preheat oven to 400°F. Trim filets if needed. Let them rest at room temperature for 30–60 minutes.
Pat dry well with paper towels. Season all sides to taste with the seasoning of your choice.
Heat 1 tablespoon of butter or oil in a cast-iron or oven-safe skillet over medium-high heat. Sear each side for 2–3 minutes until well-browned.
Transfer skillet to the oven. Roast until the internal temperature is 3°–4°F below your target. Medium-rare takes about 5–7 minutes in the oven to reach 130°–135°F.
Remove from the pan, tent loosely with foil, and rest for 5–8 minutes before serving.