Preheat broiler. The herb sauce should be made while the filets are resting at room temperature (for at least half an hour).
Blend the softened butter with the garlic, dill, parsley, salt, and pepper.
Place the filets in a shallow pan that will fit under the broiler. Then pour the warmed cognac over both sides of the meat and light it.
When the flame goes out, spread half of the herb sauce over the top side of the meat, which is then placed under the broiler for 3 minutes. Turn it and scoop up some of the butter on top and broil for another 3 minutes (or more, if you want it more well-done).
Meanwhile, toast the bread after you have cut it into the sizes of the filets. Spread them, while still hot, with the rest of the herb butter. Then place the filets on top, adding a little juice from the pan.