Bacon-Wrapped Filet Mignon

With fork, beat butter, parsley, lemon zest, garlic, 1/4 tsp salt, and 1/4 tsp pepper together in small bowl until smooth. Set aside.

Wrap 1 bacon slice around each filet, overlapping ends and securing ends to filet with toothpick. Adjust oven rack to lower-middle position, place rimmed baking sheet on rack, and heat oven to 450 degrees F.

Heat 2 tsp oil in medium skillet over high heat until just smoking. Sprinkle filets with salt and pepper. Place 2 filets in skillet and cook, without moving, until browned and nice crust has formed, 2 to 3 minutes.

Using tongs, turn filets and cook on second side, 2 1/2 minutes longer. Hold filets on their sides and crisp bacon slightly all around. Set filets aside on plate. Heat remaining 2 tsp oil in empty skillet and sear remaining 2 filets.

Transfer all 4 seared filets to preheated baking sheet in oven. Roast 4 to 6 minutes for rare, 6 to 8 minutes for medium-rare, or 8 to 10 minutes for medium.

Transfer filets to large plate, tent with foil, and let rest for 5 minutes. Spoon some parsley-lemon butter onto each filet. Serve.