For filet mignon
- Preheat oven to 450 degrees (or 440 degrees for convection oven).
- Bring filet mignon to room temperature – about 15 minutes out of refrigerator, pat dry with paper towel.
- Sprinkle with pepper and salt.
- Heat pan over high heat with olive oil. Place filet mignon in a hot pan and sear each side about 2–3 minutes. This will lock in the moisture, keeping it tender on the inside and sealed on the outside. Roast filet mignon in preheated oven for 7–8 minutes for medium-rare or 8-10 minutes for medium-well.
- Let meat rest under aluminum foil for 10 minutes before slicing. Slice thin.
For the creamy horseradish sauce
- Combine Smith's Old Fashioned Sour Cream, prepared horseradish, tarragon, mayonnaise, and Worcestershire sauce (optional) together.
For toasted bread
- Reduce heat to 425 degrees.
- Cut bread into bite-size pieces about 16–20 per loaf.
- Brush olive oil on both sizes of each slice of bread.
- Bake for 6-8 minutes until desired crispness. Cool on wire rack.
Assemble your filet mignon appetizers
- Place a few pieces of arugula leaves on each toasted bread, add a slice of filet mignon, dollop of creamy horseradish sauce, and garnish with capers.
- Serve warm or cooled.