The best way to cook a filet mignon is on the grill. Heat your grill up first and make sure the cooking surface is clean. Then place your meat on the grill. If you like your meat seasoned then use your favorite seasoning prior to placing it on the grill. Garlic Powder or Lawry’s are two great choices for seasoning. Be sure to turn the steak periodically so both sides are charred. Use a digital meat thermometer to see if your steak has reached the right temperature. For rare 120-125, medium 140-145 and well done is 160 degrees or above.