Season Filet Mignons on both sides with salt and pepper.
Preheat oven to 375°F. Lay two strips of bacon side by side with a tiny bit of overlap. Lay filet on top of bacon as though it was a wheel and roll up bacon around filet. Secure with two small pieces of string each tied around one strip of bacon, or just use toothpick to keep in place. Repeat for second filet.
Preheat cast-iron pan, add oil and sear filets on all sides, 2-3 minutes per side. Add remaining butter and baste for additional 2 minutes on all sides. Place pan in oven and roast for 8-10 minutes.
Remove pan from oven when thermometer inserted into center of filet reads 120°F. Set steaks aside.
Place pan on stove top on medium heat. Add mushrooms to pan and sauté in pan juices for 3 minutes.
Add red wine and cook until liquid is reduced by half.
Add heavy cream and cook until liquid is reduced by half again, stirring every minute or so.
Serve filet over potatoes and top with mushroom wine sauce. Happy Eating!