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Prep: Remove fillet steaks from fridge 30-60 minutes before preparing. Unwrap, season and let sit on a plate on the counter. For best results, do not skip this step.
Sear: Once ready to cook, heat oven to 360°F. Place a medium cast iron skillet over high heat for 3-5 minutes. Once hot, carefully add oil (watch out for splatters). Sear the Filet Mignon for 2-3 minutes per side (1-2 minutes for Petite Filet Mignons), until browned with a nice crust. Immediately remove skillet from heat.
Finish: Carefully add butter, garlic and rosemary to skillet. Place skillet in oven and bake for 2-8 minutes, depending on preferred doneness (see notes for internal temperatures; remove skillet from oven once internal temperature is 5-10°F below desired temperature).As a rule of thumb, 5 minutes will yield fillet steaks cooked to about medium. 3-4 minutes will yield medium-rare fillet steaks. 2 minutes will yield rare fillet steaks. 6-7 minutes will yield medium-well and 8 minutes well-done fillet steaks. The exact timing depends on your exact Filet Mignon weight and thickness.
Rest: Remove steak from skillet and place on a plate. Tent with foil, then rest for 5-10 minutes (do not skip rest). Serve with garlic cloves and butter from skillet.