Filet mignon is not cut from a bone, nor does it contain much marbling or fat. Because of this, many people tend to use a seasoning or marinade to compensate for any perceived lack of natural flavor.
But, it’s not that filet mignon lacks natural flavor. It’s that the longer this cut of meat is cooked, the more natural flavor it loses. So, if you prefer your steaks well done, you may want to use a seasoning or marinade. Because by the time it reaches the correct temperature, many of the natural flavors have escaped.
If you like your filet closer to medium, use only salt and pepper for preparation as your filet mignon will still retain plenty of its natural flavor.
No matter your preference, a little bit of oil rubbed on the steaks will help prevent it from sticking to the grill. Also, take the meat out of the refrigerator about 20 minutes before cooking. Letting the meat come to room temperature allows it to cooker faster and more evenly.