1. Start the grill and heat to at least 500 degrees.
2. Salt and pepper the filet mignon to taste while the grill is heating. Wrap strips of bacon around the outside of the steak, and secure them with a soaked toothpick. Use only one to two layers and do not use "thick cut" bacon.
3. Rub light coat of olive oil on both sides of the filet mignon. It should only take three or four drops- just enough to keep the steak from sticking to the grill.
4. Place the filet mignon onto the grill and close the lid. Cook the steak for four to five minutes on each side if you would like your steak rare. For medium- rare, cook five to six minutes on each side. The time will vary depending on thickness of the steak and the exact temperature of the grill.
5. Remove from the grill and allow to rest approximately five minutes before serving.
Appeared in print on 3/17/010