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 2 to 4 minutes per side for medium-rare, depending on thickness
Move the steaks to a cooler part of the grill if flare-ups occur
Use a meat thermometer to check doneness
Remove at 125°F for rare
Remove at 130°F to 135°F for medium-rare
Remove at 140°F for medium
Remove at 150°F for medium-well
Let the steaks rest for 5 to 10 minutes before serving
Slice and serve immediately