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Bring fillets to room temperature for at least 30 minutes before cooking.
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Sprinkle all sides with Kosher salt.
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Spread the crushed peppercorns evenly onto a plate and begin to press the fillets into the pepper, coating both sides.
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Melt butter and olive oil in a skillet over high heat. When the butter and oil begin to turn golden, carefully place the steaks in the hot skillet.
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To get a medium-rare steak, cook for 4 minutes on each side.
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Transfer the steaks to a plate and loosely tent with foil, allowing to rest.
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Drain any excess fat from the skillet, without scraping away any cooked bits.
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Remove skillet from burner and add 1/3 cup Cognac to it. Carefully ignite the alcohol with a long match or lighter stick.
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Gently swirl the skillet until the flame dies.
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Return the skillet to the stove, turn the heat to medium and pour in the cream.
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Bring the mixture to a boil and whisk until the sauce coats the back of a spoon, about 5 minutes. Add a teaspoon of Cognac and season with salt to taste.
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Transfer the steaks and all its juices back to the skillet.
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Spoon the sauce over the steaks to coat them.
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Serve immediately, using any extra sauce over the top, if desired.