Prepare tenderloins by tying a piece of twine around the side of the steaks to form a circular shape; this allows the steaks to hold their nice shape during the cooking process.
Evenly coat both sides of the steaks by seasoning with sea salt and the peppercorn medley
Preheat the grill to the 225F; refer to the temperature doneness chart above. Place steaks on the grill and slow cook for 1 hour. This will allow the seasoning to penetrate while drying the outside surface, giving you the perfect crust on the steak with the reverse sear.
After 1 hour, take the steaks out from the grill. Coat the steaks with a choice of cooking oil. Here are 2 options: turn up the heat on the grill to 500F or use a thick bottom pan for the last reverse sear process. I chose a pan for this recipe because we can make a pan sauce with the steaks.
Sear the steaks until a nice dark brown crust develops; with the reverse seared method, resting is not necessary.
After taking the steak out of the pan, do not wash the pan. Add in the beef broth, cognac, shallots, and thyme; reduce the liquid by 1/3 and add in the heavy cream. Reduce that by half, and then season with salt and pepper to taste.
To assemble, place the grilled vegetable of choice onto the plate, slice the filet mignon and place on top of the vegetables, glaze the steak with pan sauce and serve.