Instructions: Heat oil in medium skillet over high heat. Season beef with salt and pepper. Place in skillet and brown quickly on all sides. Place beef on a foil-lined roasting pan; cook to medium-rare, 25 minutes, or until an instant-read thermometer reads about 130 degrees F. Remove tenderloin from pan; let rest, loosely tented with foil.

Meanwhile, melt butter in original skillet over medium heat. Add shallot; cook, stirring occasionally, until slightly softened, about 1 minute. Add mushrooms; cook 4 minutes.

Pour cognac into pan; increase heat to high. Boil, scraping bottom of pan to loosen brown bits, until reduced by half, about 2 minutes. Stir in cream, Dijon mustard and thyme. Boil until cream has reduced and thickened, about 5 minutes. Season to taste with additional salt and pepper, as needed. Remove from heat.

Slice beef into 1/2 inch-thick slices. Pour sauce over slices to serve.

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