Best cooked from thawed. Please thaw under refrigeration. Stove Top: In a skillet, add a little olive oil over medium heat. Pat Filet Mignon dry and season with a little salt and pepper. Cook for 4 minutes per side for rare, 6 minutes per side for medium and 8 minutes per side for well-done. Grill: Pat Filet Mignon dry and season with salt and pepper. Place on hot oiled grill and grill about 4 minutes on each side for medium rare.