Methods/steps

1. About an hour before cooking, pat the fillet mignon dry suing a paper towel and salt both sides with kosher salt. Let them sit are room temperature. You can add the pepper right before cooking but do the salt now.
2. Preheat oven to 500 degrees.
3. Using a heavy 12 inch skillet with an oven safe handle, quickly brown the mushrooms over high heat. Don't use a non stick pan. Stir the mushrooms until they are brown and much smaller then before. You should see a lot of steam as you need to cook off the moisture in them. Add a pinch od salt about 1/2 way through and set them aside in a bowel.
4. Return the pan to high heat and add the oil. Quickly add the steaks and let them form a crust 3 to 5 minutes. Using tongs turn them over.
5. Put the mushrooms and shallots around the steaks and put the entire pan in the preheated oven. 8 to 10 minutes later the steaks should be medium rare. Put the pan back on the stove over medium heat. Remove the steaks to a plate and tent with foil to rest while you finish the mushrooms.
6. Be careful not to grab the pan handle with your bare hands. Pour the wine in the pan and scrape up any brown bits. When the wine has mostly been cooked off and absorbed by the mushrooms and shallots move the pan off the heat.
7. Once the steaks have rested for about 5 to 8 minutes put each one on a serving plat. You can slice them before serving and fan them out if you wish. Place half the mushrooms next to each steak with a few on top of the steak and serve.

Optional

Adding cracked green pepper corns and port instead of sherry makes a great change of pace.