2 tablespoons vegetable oil
4 (6-ounce) filet mignons
1/2 cup whiskey
1 teaspoon minced shallots
1/4 teaspoon minced fresh thyme leaves
1/4 teaspoon cracked black pepper
1/2 cup beef stock
1/4 cup heavy cream
1/2 teaspoon Dijon mustard
1 tablespoon Worcestershire sauce
1 tablespoon salted butter
Preheat the oven to 250 degrees F.
Heat oil in a large skillet over high heat. Place all 4 filets in the skillet and cook until your desired degree of doneness, turning once; the filets should have a dark brown, well-seared exterior. If the filets are well-seared but not cooked to your desired degree of doneness, then transfer the filets to the oven and cook until desired degree of doneness.
In the same skillet the filets were browned in, add the whiskey, shallots, thyme and cracked pepper; be careful as the whiskey will flame for 30 to 60 seconds. Reduce by half over high heat. Add the beef stock, heavy cream, Dijon mustard, and Worcestershire sauce and reduce by half. Remove from the heat and add butter, mixing well to incorporate. Season with salt, to taste. Ladle the sauce over the steak, and serve.