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Step 1
Preheat an oven to 450°F.
Step 2
Season each filet on both sides with 1 Tbs. steakhouse rub. Let stand at room temperature for 30 minutes.
Step 3
In an oven-safe grill pan over medium-high heat, warm the olive oil until almost smoking. Place the filets in the pan and cook, turning once, until browned, about 2 minutes per side. Transfer the pan to the oven and roast until an instant-read thermometer inserted into the center of the filets registers 130°F for medium-rare, 7 to 12 minutes, or until done to your liking.
Step 4
Transfer the filets to a platter, cover loosely with aluminum foil and let rest for 5 minutes before serving. Serves 4.