Pellet Grill Filet Mignon Recipe

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1:00 - Prep 0:15 / Cook 0:45

Simply seasoned and wrapped in bacon, this Pellet Grill Filet Mignon is so buttery tender, you can practically cut it with a fork. It’s slow cooked in SMOKE mode over apple wood, shifted into SEAR mode for a quick reverse sear and finished with blue cheese butter.

About the cut: Filet mignon are cut from the tenderloin which runs along both sides of the spine. The tenderloin is the most tender cut of beef and arguably the most desirable and the most expensive. Because the muscle is not weight-bearing, it contains less connective tissue, which makes it naturally tender.

We cooked our filet on the Rider DLX Pellet Grill, but you can make this very special meal on your smoker or grill too.

6 Servings


  • 6 (6-8 ounce) filet mignon steaks
  • 6 bacon strips
  • 2 tablespoons kosher salt
  • 2 tablespoons black pepper
  • 2 teaspoons granulated garlic
  • > apple wood pellets
  • 1 stick unsalted butter, softened
  • 4 ounces blue cheese
  • 1 tablespoon fresh chopped parsley
  • 1 teaspoon black pepper
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Step 1 Of 8
1. Combine butter, blue cheese, parsley and pepper in a medium-size bowl.
2. Transfer mixture to a sheet of parchment paper and roll into a log. Store in the refrigerator for at least 1 hour.
3. Fill the hopper with pellets. Preheat pellet grill to 200°F in SMOKE mode.
4. Wrap a slice of bacon around each filet and secure with butcher twine. Season the steaks on both sides with salt, pepper and garlic.
Hot TipLay a strip of bacon on top of a strand of butcher twine 1 to 2 inches longer than the bacon strip. Set filet on its side on top of the bacon. Holding one end of the bacon against the steak, roll steak the length of the bacon. Secure with butcher twine.
5. Place steaks on the top cooking rack of your pellet grill. Insert the integrated temperature probe into one of the steaks. Set the target temperature to 105°F, 25 to 35 minutes.
6. When steaks reach the target temperature, transfer steaks to a warm place. Increase grill temperature to HIGH and switch to SEAR mode. Wait 5 minutes for the grate to heat up.
7. Place steaks in the center of the grate to reverse sear. Cook to desired doneness.
Hot TipRare 125°F | Med-Rare 130°F | Medium 140°F | Med-Well 150°F | Well 160°F
8. Remove steaks from grill. Top with a slice of blue cheese butter and let rest for 15 minutes before serving.
Hot TipGiving your meat the time it needs to rest allows juices to redistribute, retaining moisture for tender meat. The internal temperature will continue to rise 10 to 15 degrees until it levels out and then begins to fall.
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