Remove filet mignon from the refrigerator 30 to 45 minutes before grilling
Pat the steaks dry with paper towels
Season generously with salt and black pepper
Preheat the grill to high heat
Clean and oil the grill grates
Place the steaks on the hottest part of the grill
Grill for 3 to 5 minutes per side for medium-rare, depending on thickness
Sear the edges briefly if desired
Move the steaks to a cooler part of the grill if flare-ups occur
Check internal temperature with a meat thermometer
Remove at 125°F for rare, 130°F to 135°F for medium-rare, 140°F for medium
Rest the steaks for 5 to 10 minutes before serving
Slice and serve immediately