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Step 1
Combine balsamic vinegar, bourbon and Worcestershire sauce in a small bowl.
Step 2
Rinse and pat dry filet mignon and place in a shallow dish. Pour half of the marinade over the steaks (you'll use the other half with the mushrooms), turning to coat.
Step 3
Place in the refrigerator for an hour, turning after 30 minutes. (I cut the steaks in half horizontally to reduce cooking time.)
Step 4
Pre-heat oven to 425 degrees.
Step 5
In a cast iron skillet or other oven-proof pan, melt 2 tbsp butter over medium high heat.
Step 6
Place steaks in the skillet and allow to sear, untouched, 3 minutes. Discard the marinade in the dish the steaks were in.
Step 7
Turn steaks and remove from heat.
Step 8
Place the skillet in the oven for 15-20 minutes, depending on the thickness of the steak.
Step 9
While the steaks finish, melt remaining 2 tbs butter in a saute pan over medium heat.
Step 10
Add mushrooms and saute until soft, 5 minutes. Pour half of the remaining marinade over the mushrooms, add thyme, reduce heat and continue to saute 6-8 minutes.
Step 11
Taste at this point and add more marinade to the mushrooms, for a stronger flavor, if desired.
Step 12
Plate steaks when done. Spoon mushrooms over the top.