Remove the filet mignon from the refrigerator 30 to 45 minutes before grilling
Pat the steak 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 filet mignon on the hottest part of the grill
Grill for 3 to 4 minutes without moving it
Flip the steak and grill for another 3 to 4 minutes
Check for doneness with a meat thermometer
Remove at 125°F for rare
Remove at 130°F for medium-rare
Remove at 135°F for medium
Remove the steak from the grill
Let it rest for 5 to 10 minutes
Slice and serve