sunday night I took some bacon out, fried it partially just to make it a tad bit smaller but keep the flavour in. Then I took out some beef tenderloin, thinly cut into long strips (about 8 inches, or one slice of bacon length) layered it with garlic salt, basil, rosemary, and oregano, then put a liberal helping of Parmesan cheese on top, then a layer of bacon. I then rolled this up into a neat spiral, and wrapped that in bacon. There were about 4 of these that I made and my god... they were so delicious. Ridiculously easy to make too. Just pin the bacon together at the end (helps to keep the spiral from falling apart) and then throw it on the barbie on high-medium high for 5 minutes a side for medium.
This was hands down the best filet mignon I'd ever had. period. and the bacon got all the flavours of the steak herbs and cheese which just helped to enhance it's already awesome bacon flavour.
(only reason I can get filet mignon is that we buy the entire tenderloin and cut the steaks ourselves and freeze em, makes them cheaper than strip or ribeye at that point)