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Season both sides of the filet mignon generously with salt and pepper. In a large heavy, ovenproof skillet, heat the olive oil over medium-high heat until almost smoking. Place the steaks in the hot pan and cook until well seared on 1 side, about 3 minutes. Turn the steaks over; there should be a nice crust on top. Then transfer the pan to the oven. Roast for 10 to 12 minutes until the steaks are cooked medium-rare (add 4 more minutes for medium). With 1 minute to go, brush steaks with the glaze.
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