Preheat the oven to 450°F.

Season both sides of the beef filets with the salt and pepper. Set aside.

Heat a large cast iron or other oven-safe pan over medium heat.

Add the strips of bacon, par-cooking for 3-4 minutes until bacon is starting to cook, but still pliable and not crispy. Remove to a paper towel lined plate to drain. Dab well with the paper towel. Turn off the heat, but reserve the pan.

Carefully wrap the bacon around each beef filet and secure it with a toothpick.

In the same pan, reheat over medium heat with the rendered bacon fat. When hot, sear both sides of the filet, approximately 1-2 minutes per side depending on your desired level of doneness.

Remove from the stove and place into the preheated oven. Cook for an additional 5 minutes for rare, 7 minutes or medium rare and 8 minutes for medium. Use an internal digital thermometer to check the temperature since the thickness of steaks can vary greatly and thus, so can cooking times.

Remove the steaks for the oven and hot pan, allowing them to cool on a cutting board or plate for 3-4 minutes.

When ready to serve, top with a pat of maître d hotel butter and snipped chives. Serve with creamy horseradish sauce.