Season filets with salt and pepper on both sides. Heat olive oil in a heavy bottom pan (I use a cast iron skillet) over medium heat. Once it is hot, place the meat in the pan, searing it until it browns, then flip over to brown on the other side.

Once you have flipped the meat, add a tablespoon of butter on top of each steak and place the stems of thyme throughout the pan. As the butter melts, spoon it back on top of the meat.

You can cook the meat to your desired doneness in the pan or once it is seared, you can place it in a 350 degree oven and continue to cook it. Rare= 130 to 140 degrees, Medium Rare= 145 degrees, Medium= 160 degrees, Well Done= 170 degrees. Remove from the oven when it is 5 degrees less than your ideal temp because it will continue to cook as it rests. Once the steaks are cooked to temp, transfer to serving plate(s) and let them rest while you cook the mushrooms in the pan you cooked the steaks in.

In the same pan you cooked the steaks, add the mushrooms over medium heat. When browned, add the shallots. Once the shallots have softened, add the Madeira wine and season with salt and pepper. Add the final 2 tablespoons of butter. Once the butter melts, remove the tough thyme stems and it is ready to serve.

Place ¼ of the mushrooms on each plate and place the filet of beef on top of the mushrooms.