Filet Mignon With Madeira Sauce

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4 (1 1/2 to 2 pounds) center-cut tenderloin fillets, 2 1/2 inches thick

Coarse salt

Freshly ground black pepper

2 tablespoons canola oil

1/2 stick (4 tablespoons) unsalted butter, half of it kept cold and cut into cubes

1 sprig rosemary

1 sprig thyme

2 tablespoons minced shallots

1/4 cup Madeira

2 cups chicken stock or low-sodium chicken broth

1 tablespoon Dijon-style mustard

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