Why You May Want To Avoid Grilling Filet Mignon
Filet mignon is the steak cut Gordon Ramsay calls "the Rolls Royce of beef." To be fair, filet really is an excellent cut, and there's a reason it's so pricey — the tenderness you get out of it just can't be beat. Sometimes, popular things are popular for a reason, even if Big Ribeye likes to deny it.
Despite being an excellent, tender cut, like any other cut of meat, filet mignon should only be cooked in specific ways lest you ruin the eating experience. You aren't going to want to country fry it, you don't want to shave it for use in a Philly cheesesteak, and you probably don't want to put it on the grill. There is disagreement on this point — some people consider filet a perfectly acceptable grill cut – but grilling filet mignon is a bad idea not because it breaks down on the grill (it doesn't) but because you miss out on the best part: the crust.
Caramelizing a filet might be the best part
Leaner foods typically don't belong near the grill because high heat will break them down, making them tough and dry. This is why pork chops, contrary to what a lot of people expect, don't do all that well on the grill. While filet is a lean meat that can withstand the high heat of grilling, you actually want to hit it with high heat in the form of a pan sear rather than on a grill.
Filets are thick enough that caramelizing the ends adds fantastic flavor and doesn't dry them out at all. On a grill, you don't get that same caramelization because the heat isn't evenly distributed — hence the grill marks. While filet does do better on the grill than a lot of other lean cuts of meat because of its thickness, if you're paying that much for your beef, why not get the best possible flavor and create that delicious crust?
There are other options if you don't want to pan-sear
There are other ways to cook filet other than just char-grilling or pan-searing. A flat-top grill (also known as a griddle) does offer the same caramelization benefits as pan-searing (though you can't baste the filet in the pan on a griddle). You can also cook a filet in the oven using a couple of different methods. The broiler can be a great choice here because you get some of the benefits of a grill without the uneven heating, and it does tend to create a great crust. The regular oven can only work — although, in this case, you probably want to pan-sear it first and then use the oven to finish it.
Though pan-searing is probably the best method to cook a filet mignon, steak preparation is about knowing what works and what doesn't. And while you can grill a filet mignon, ultimately, you probably shouldn't — there are far better ways to get a good meal out of it.