Filet mignon is the name of the steak cut from the beef tenderloin, a long, cylindrical muscle that runs along the spine. It’s one of the most expensive cuts of beef because the muscle doesn’t get much work, and it’s so tender you could cut through it with a fork. Because they’re already tender, they don’t require a marinade, so try pairing the steak instead with a flavorful sauce or butter like in merlot filet mignon.