Sean McMahon August 12, 2015 Mrs. Green's Natural Market: Grilled Filet Mignon with Béarnaise Sauce Sean McMahon August 12, 2015 When grilling premium quality steaks less is more. Just a bit of seasoning and few minutes on the grill gives you succulent, tender filet. Pair with this simple, decadent béarnaise sauce for the perfect home cooked meal.