Originally Posted by Rambo
I'm with GDL on filet being the choice for sauces. Bacon wrapped can also be quite tasty.
I don't like this method. The bacon is never cooked to my liking and obviously the filet itself, a real prize of a protein, ends up being steamed. It should be served rarest of all the cuts and should have lovely crust. Although it doesn't have to be super rare, I've had and done many preparations in more classic french cooking that yields what we'd now call about a medium.