Filet mignon is always a treat. This delicious cut of beef is so tender, you can often cut filet with a fork. Syndicated columnist Rita Heikenfeld shows you how to cook a pan roasted filet mignon with her filet recipe. Start the filet mignon in a skillet to sear in the flavor and then move it to the oven for about 5 minutes. This is one of our favorite ways to cook a filet that comes out perfectly every time. Pair this filet mignon with an appetizer of shrimp cocktail and you've got a wonderful romantic meal.