Check out the rest of my Valentine's Day menu here! Bacon-Wrapped Filet Mignon Author: Chef Danielle Serves: Serves two. Ingredients 2 4-ounce filet mignon steaks 2 slices center cut bacon 1 tablespoon olive oil Salt and Pepper Instructions Preheat oven to 400 degrees Fahrenheit. Season steaks with salt and pepper. Wrap one slice of bacon