Step 1

Preheat the oven to 400 degrees F. Be sure your stove is well ventilated!

Step 2

Heat a large (10-inch) cast-iron skillet over high heat for 5 to 7 minutes. Pat the filets dry with paper towels and brush all over with the canola oil. Combine the fleur de sel and cracked pepper on a small plate and roll the filets on the top, bottom, and sides in the seasoning, pressing lightly to coat.

Step 3

When the skillet is very hot, add the filets and sear evenly on all sides (top, bottom, and sides) for about 2 minutes per side.

Step 4

Transfer the steaks from the skillet to a sheet pan (set the skillet aside) and place in the oven for 8 to 12 minutes, until the steaks register 120 degrees F on a meat thermometer for medium-rare. Remove from the oven, cover the pan tightly with aluminum foil, and allow to rest for 10 minutes.

Step 5

Meanwhile, heat the butter in a medium (10-inch) saute pan over medium heat. Add the mushrooms and saute for 4 to 5 minutes, until they release their juices. Stir in the sherry and cook for 10 to 12 minutes, until the mushrooms are cooked through. Sprinkle with 1/2 teaspoon salt and 1/4 teaspoon pepper and set aside.

Step 6

At the same time, add the olive oil to the skillet (don't wipe it out), add the shallots, and cook over medium heat for 2 minutes. Add the Cognac, stirring to deglaze the skillet, and cook for 2 minutes, until the Cognac evaporates and the shallots are tender. Stir in the cream and simmer for 4 to 5 minutes, until thickened. Stir in the two mustards and taste for seasonings.

Step 7

Remove the strings from the filets and place on 4 warm dinner plates. Spoon the mustard sauce around the filets. Spoon the mushrooms on top of the filets and sprinkle each plate with parsley. Serve hot.