Grill Pan

how do i cook filet mignon? should I go buy a grill pan?
should I go buy a pan cause its too cold for BBQ.
Or can I cook it in the oven? Which I REALLY DONT want to do
bring it to room temperature, covered lightly with foil or saran wrap. Preheat your oven to 500 degrees. Lightly grind a nice melange of peppercorns over both sides of the filet. On top of the stove, bring a non stick, oven proof pan to a very high heat. Add about three tablespoons of very good EVOlive Oil to the heated pan and gently (be careful of splatter) place the filets in the pan, careful they are not touching each other. Cook over this high heat for about 2 minutes per side. Immediately place the pan with the filets into the 500 degree oven. Cook in the oven for about 5 minutes (depending on your personal preference for doneness). Take them out of the oven, cover lightly with foil. Serve either with or without your favorite sauce after they rest for about 5 minutes.
It will not replace the wonderful flavor of a real charcoal grill, but it is a most acceptable substitute.
If you want to make them really special, make a lovely beurre rouge sauce, or perhaps a cabernet reduction. Slice the filets at an angle into slices of about 1/2 inch, fan them onto the plate and drizzle the sauce sparingly over them.
You will enjoy the meal, trust me!