Preheat oven to 375°F.

Cut the tenderloin filet steaks into 2 or 3 smaller portions each, depending on the size of the steak. The final portions should be about 2 to 3 inches across. Use your fingers to help gently press the corners of the pieces in to round the piece. Wrap a piece of bacon tightly around the outside of the steak, fixing it in place with a single toothpick. Be sure to fix the toothpick into place from side-to-side rather than up-and-down so you can easily turn the filets in the pan when cooking.

Place a cast-iron or other heavy-bottomed, oven-safe skillet over low heat. Melt the butter in the pan. When it is fully melted, raise the heat to medium and let the butter become frothy. Season both sides of the bacon wrapped filets with salt and pepper. Place the filets in the frothy butter. Sear the steaks for about 2 minutes on the first side, or until a nice brownness and light crusty areas have developed, then flip the steaks and repeat on the second side. Do not squeeze the filets while cooking. If you have a pan with straight sides, you can rest the filets against the sides to help crisp the bacon, but this is not necessary. Sprinkle the tops of the filets with just a little bit of smoky bleu cheese. It's intended to season the dish but not be the star, so use about 1/2 a teaspoon per filet.

Transfer the pan into the preheated oven and let the beef cook to your desired doneness, about 7-10 minutes, depending on how thick your steaks are. Use an instant read thermometer if you have one to ensure proper temperature.

115°F for Blue

125° for Rare

130° for Medium Rare

140° for Medium

150° for Medium Well

160° for Well Done

Let rest in the pan for 3 minutes, then serve.