Preheat the oven to 200C/400F
Salt and pepper your filet mignon and sear on all sides in a preheated pan to develop flavour and seal in the juices.
In a baking dish (or your pan if it's oven safe) place one of your fresh rosemary sprigs and 3 stalks of thyme and place the filet on top of the herbs. Generously cover with a layer of dijon mustard and then place the remaining herbs on top and then put a few cubes of butter on top before placing it in the oven for 20 minutes.
Once the 20 minutes are up, oven the oven door, and turn off the heat and allow the meat to rest 10 minutes before slicing and serving (or remove it and use foil to tent the meat while it rests.) I also like to add a tablespoon or two of water to the base of the dish which creates a light sauce with the drippings. *Alternatively you can swap out the water for a little white wine or crème fraîche which also work wonders and mix it up depending on what you have on hand.