In a large bowl, place the filets and drizzle the olive oil all over. Season with salt and pepper. Sprinkle the cayenne pepper and garlic. Gently massage the filets with the seasoning. Let stand for 15 minutes.
Preheat a cast iron grill pan to medium high heat. Add the butter and rosemary, when it's starting to bubble add the filets and cook about 3 minutes per side depending on how you like your steak.
Place on a platter and let sit for 5 minutes. Serve
Recipe by The Gluten Free at https://www.theglutenfree.com/gluten-free-easy-filet-mignon/