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.
To Make Butter: Using a hand-held mixer or a mini food processor, blend the butter and Gorgonzola until smooth. Add the scallions, pepper, and vinegar and blend for about 1 minute longer until fully incorporated. Alternatively, mix the ingredients by hand. Lay a piece of plastic wrap on the countertop. Scrape the butter onto the plastic and, using the plastic wrap as a guide, form the butter into a log. Fold the ends closed and refrigerate until ready to use.
Rub the steaks with olive oil and pepper. Set aside for 20 to 30 minutes until ready to grill.
Prepare a charcoal or gas grill. Lightly spray the grill rack with vegetable oil cooking spray. The coals should be moderately hot to hot.
Rub the salt into both sides of the steaks. Grill for 5 to 6 minutes on each side for rare meat or for 6 to 7 minutes for medium-rare meat. Brush a little more olive oil on the steaks after they are turned. Place a pat of the compound butter on top of each filet mignon as soon as it comes off the grill so that the butter begins to melt on top of the meat. Let the meat rest for a few minutes before serving.