Take 2 tbsp butter, softened, and mix well with the chopped garlic, the chopped herbs, and the lemon zest. Form into a log and refrigerate.
Generously season the filets with salt and pepper, approximately 1 teaspoon of seasoning per side. Heat the remainder of the butter (2 tbsp) and the olive oil in a cast iron skillet to a screaming hot temperature. Preheat your oven to 400ºF.
Sear the filets in the screaming hot pan for about 2-3 minutes per side, or until a nice brown crust has formed. While the steak is searing, continue to spoon the residual butter in the pan on top of the meat while it’s cooking. Slice the compound butter in quarters, and after flipping the steaks over, place one quarter of the butter onto each filet.
Once both sides are seared, place in the center of the oven for about 6-8 minutes, depending upon how thick your steak is. In the last minute of cooking, put the last two quarters of compound butter on top of each filet. Your steak will be ready when it is approximately 135ºF in the center, or when you push lightly on the top center of the steak and it gently and slowly bounces back. (Note, this is medium rare. You can cook longer if you prefer less pink.)
*This recipe is really easy to double, triple... I double it for our family and have our kids each split a tenderloin.
Source: Whit's Amuse Bouche (the site doesn't seem to be working anymore)