4 filet mignon, 1 1/2 inch thick (dry with paper towel) |
4 teaspoons olive oil |
salt and pepper |
1 medium shallot, minced |
1 cup madeira wine or 1 cup sherry wine |
1 teaspoon anchovy paste |
1 tablespoon minced fresh parsley |
1 tablespoon minced fresh thyme |
1 tablespoon dijon mustard |
1 tablespoon fresh lemon juice |
3 tablespoons unsalted butter, softened |
salt and pepper |