Season with salt and pepper.
To BROIL, place filets on rack in broiling pan. Set oven at broil; preheat several minutes. Place broiling pan in highest position in broiler; allow 2-3 minutes on each side to sear filets. Lower pan to middle position; broil 2 minutes on each side for rare, 3 minutes 30 seconds for medium, and 4 minutes for well-done.
To GRILL, place grill rack about 4 inches above red-hot coals. Place filets on grill; sear about 2-3 minutes on each side. Cook 2 minutes 30 seconds for medium rare, 3 minutes for medium, and 3 minutes 30 seconds for well-done.