Pellet Grill Filet Mignon Recipe

1 hr - Prep 15 mins / Cook 45 mins

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
Send list to email
Made This Recipe?
Click the stars to rate it.