This the perfect dinner party entrée because it's easy to do ahead of time, is served at room temperature, and if you're making it during the summer, you're lucky to have a chance to take part in one of our favorite activities for warm weather — grilling. I like to serve it with a side of horseradish sauce, but it tastes delicious all on its own because of the flavorful seasoning blend that serves as a dry rub. Want to know a little secret? Premade spice blends, such as McCormick's Montreal Seasoning, work perfectly for the rub if you don't have all of the individual seasonings on hand.
Preheat oven to 425 degrees.
Place fillet in a roasting pan and rub the olive oil all over it. Combine the rest of the ingredients in a small bowl and stir well. Spread the spice mixture evenly all over the fillet, turning it over to make sure every surface is coated. Bake the fillet in the oven for 10 minutes, then reduce the heat to 350 degrees and bake for 10 minutes more.
Heat an outdoor grill to medium-high. After the fillet has been cooking in the oven for 20 minutes, remove from the roasting pan, reserving the juices, and finish on the grill, about 10 minutes more for medium rare. Let the fillet rest for at least 10 minutes after grilling. Slice the fillet against the grain into ½ inch slices, reserving the juices from slicing. Serve on a platter with the juices poured on top.