Preheat your oven at 430F.
Use olive oil to brush all the sides of the filet mignon and sprinkle a little bit of salt and pepper to flavor it.
Get your bacon cut into strips and wrap each of the filet mignons with the strips. Secure the bacon strips using a toothpick.
Place the wrapped filet mignon in hot olive oil and pan sear for about 2 minutes for each side. Allow the meat to become brown without stirring.
Put the pan in the preheated oven and allow the mignon to back for between 5 to 8 minutes max. The time it takes to bake depends largely on how cooked you want the meat to be and how thick the filet mignon is.
While the filet mignon is in the oven, sauté the mushroom and garlic inside melted butter. Allow it to fry lightly for about 2 minutes until it becomes tender. Then transfer to a plate and set aside.
Remove the filet mignon from the oven when cooked to your satisfaction and generously spread the mushroom on top of it.
Serve in a plate and enjoy.