I love this, from Barefoot Contessa, I've done it a few times with different cuts of meat:
(Be careful not to overcook thinner cuts though!)
2 (10 ounce) filet mignon (in the show hers are about 1.5 inches thick)
2 tablespoons vegetable oil
1 tablespoon fleur de sel
1 tablespoon coarsely cracked black peppercorns
2 tablespoons unsalted butter, at room temperature (optional)
Roquefort cheese chive sauce recipe follows
1 1/2 cups heavy cream
2 ounces french Roquefort cheese, crumbled ( 4 ounces with rind)
1/2 teaspoon kosher salt
1/4 teaspoon fresh ground black pepper
1 tablespoon chopped fresh chives
Preheat the oven to 400 degrees F.
Heat a large, well-seasoned cast iron skillet over high heat until very hot, 5 to 7 minutes.
Meanwhile, pat the steaks dry with a paper towel and brush them lightly with vegetable oil. Combine the fleur de sel and cracked pepper on a plate and roll the steaks in the mixture, pressing lightly to evenly coat all sides.
When the skillet is ready, add the steaks and sear them evenly on all sides for about 2 minutes per side, for a total of 10 minutes.
Top each steak with a tablespoon of butter, if using, and place the skillet in the oven. Cook the steaks until they reach 120 degrees F for rare or 125 degrees F for medium-rare on an instant-read thermometer. (To test the steaks, insert the thermometer sideways to be sure you're actually testing the middle of the steak.)
Remove the steaks to a serving platter, cover tightly with aluminum foil and allow to rest at room temperature for 10 minutes. Serve hot with Roquefort Chive Sauce on the side.
Roquefort chive sauce:
Bring the heavy cream to a boil in a small heavy-bottomed saucepan over medium-high heat. Cook at a low boil, stirring occasionally, until the mixture has become thick and creamy, about 20 minutes. Remove the pan from the heat, add the cheese, salt, pepper and chives and whisk rapidly until the cheese melts.
I like to have potatoes with meh steak, so I typically get the small/fingerling potatoes and sauté them in a pan with.. butter.. and some rosemary from my graden until tender (you may want to put the rosemary in at the end so you don't get bad flavor). Don't burn the butter. Growning your herbs is the shit, great flavor and freshness.