When you splurge for Filet Mignon, the last thing you want to do is cook it too little or (gasp!) too much. This recipe is simple and straight-forward, just follow the instructions to the letter. That includes two of the most important cooking tips we repeatedly hear on The Kitchen. First, set the meat out until is reaches room temperature. You simply can't expect to get even cooking when the middle of the meat starts out cold. Second, and much harder to do because as humans we just have to fiddle, is leave the meat alone when it's cooking. Just put the utensil down and step away.