Pan-Seared Filets Mignons

1. Adjust oven rack to lower-middle position, place rimmed baking sheet on oven rack, and heat oven to 450 degrees. When oven reaches 450 degrees, heat 2 teaspoons oil in 10-inch skillet over high heat until just smoking.
2. Meanwhile, rub each side of steaks with 1⁄2 teaspoon oil and season with salt and pepper. Place steaks in skillet and cook, without moving them, until well browned, about 3 minutes. Turn steaks with tongs and cook until well browned on second side, about 3 minutes longer. Off heat, use tongs to transfer steaks to hot baking sheet in oven.
3. Roast until meat registers 115 to 120 degrees (for rare), 120 to 125 degrees (for medium-rare), or 130 to 135 degrees (for medium), 2 to 10 minutes. Meanwhile, prepare pan sauce, if using. Transfer steaks to large plate, tent loosely with aluminum foil, and let rest about 5 minutes before serving.

BACON-WRAPPED PAN-SEARED FILETS MIGNONS
Wrap 1 slice bacon around circumference of each filet, overlapping ends and securing to meat with toothpick. Hold filets two or three at a time on their sides briefly with tongs in skillet to crisp bacon slightly before transferring to oven.