Filet Wrapped in Bacon4 filet mignons, about 2 inches thick Wrap bacon around each filet and secure with butchers string. Place the wine in a non reactive bowl or measuring cup and stir in shallots, celery, carrot, garlic, bay leaves, and thyme. Generously rub the steaks with some of the oil and place in a baking dish. Pour the wine mixture over the meat and let marinade in the refrigerator covered for 2 to 4 hours. Turn filets 2 or 3 times while marinating Preheat grill and clean grates. Remove steaks from marinade and drain well. Season steaks on both side with salt and pepper Grill until cooked to taste, 4 to 6 minutes each for top and bottom for medium rare. Turn filets on side to crisp bacon and remove.
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