All right, I hope plenty read this, it's what I've been cooking for many years, got the recipe from a pretty serious book. I've never had anyone complain about it. It's called "tournedos en boite". All you need is a casserole dish. I know many will resist the idea, but I tell you it works very well, and you don't have to do hardly any work, you can just throw it in the oven and get back to your guest.
Place a pair of filets in a smallish casserole dish, after adding plenty of Dijon mustard on each side. Now, add a little salt and pepper. Chop several shallots, and place those on top of the filets. Use A LOT of shallots, more than you think you need. Let them spill off the top of the meat. Now, place a lot of butter, like a tablespoon at least on top of the steak/shallot tower. Dump plenty of Worchestershire sauce, about a teaspoon, on top of the butter, shallot, steak tower. Put a lid on the dish and throw it in a 350 degree oven for 20 minutes. Then, pull the dish out and CAREFULLY, with a big slotted spoon, drain all the melted butter and juices, WITHOUT losing the shallots. This will require a helper. Turn the steaks over.
Now, add some fresh or dried rosemary. Use less if fresh, but use your own judgment. Not more than 1/2 teaspoon fresh, nor 1 teaspoon dried. Just kind of sprinkle it on the steaks. Pour about a tablespoon of cognac on top of each steak. Put the cover back on the dish and throw it back in the oven for another fifteen minutes, no more. Check for doneness, they should be medium rare. Make sure you serve up the filets with plenty of the chopped, cooked shallots. Just use a slotted spoon to get the shallots; you don't want an excess of the juices, the shallots will carry enough.
Anybody brave enough to try this, please e-mail me directly, I'd love to hear how you like it. The only expensive parts are the filets and the cognac, and you can buy tiny bottles of cognac!
-Scott Lindgren 213 219 7160 firstname.lastname@example.org