Filet mignon is one of the most popular steaks for grilling. The small thick steaks, perfect for individual servings, are soft and tender, which is appealing to grill cooks. But filet mignon is not always as flavorful as other steaks. Therefore, we think it's important to rub it with olive oil, salt, and pepper before grilling to enhance the flavor. Here, we serve each one with a pat of melting flavorful butter, too.