If you have a heavy-duty roasting pan, sear the filets right in the pan on the stove. Otherwise, use a large, heavy-based skillet.
Heat the oven to 450°F. Heat a heavy-duty roasting pan or large Dutch oven or skillet over medium-high heat. Pour in enough vegetable oil to just cover the bottom of the pan. Pat the filets dry, salt them generously, and lay them in the pan; cook without disturbing them until the bottoms are a rich brown. Turn the beef and sear the other sides. It will take about 4 minutes per side (there are three or four sides per roast) to get a good sear.
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I have been making this entire menu for Christmas since the article was first published. My family looks forward to it every year. It also satisfies the meat eaters and the vegetarians so everyone is happy. A lot of the menu can be made ahead -- white beans for example and I prep the green bean salad the day before (I add endive and radicchio) and it keeps well the next day if you have any left!
Excellent. You don't have to sear it if you are using the 'convection roast' cycle of your oven. If you are making the filet for buffet sandwiches, cut it into four pieces - cut in two crosswise, then split each half lengthwise. Tie each piece to maintain shape, roast for only a few minutes, and let cool before slicing thinly.
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