- Preheat oven to 450 F (or 440 F 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.
creamy horseradish sauce:
- Combine Smith's Old Fashioned Sour Cream, prepared horseradish, tarragon, mayonnaise, and Worcestershire sauce (optional) together.
- Reduce heat to 425 F.
- 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.
- 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.