I have chosen filet mignon because it is my favorite cut of beef. Filet is spendy, so don’t worry if your budget does not allow for it. Choose what works with your budget and whichever cut you feel most comfortable cooking. This recipe is not for the fair-weather cook. To be efficient, recruit a partner to thin the steak; I find that the best results come from using a meat tenderizer, but a rolling pin also works.