Preheat the oven to 400°F (200°C). Season the filet mignon steaks with salt and black pepper.

Heat a skillet over medium-high heat and add butter. Once melted, sear the steaks for 3-4 minutes on each side until browned.

Transfer the skillet to the preheated oven and cook for an additional 5-7 minutes for medium-rare, or until desired doneness is reached.

In a saucepan, melt the butter over medium heat. Add minced garlic and sauté until fragrant, about 1 minute.

Pour in the heavy cream and bring to a simmer. Stir in the goat cheese and thyme, mixing until smooth.

Season with salt and pepper to taste. Remove from heat and set aside.

Once the filet mignon is cooked, let it rest for 5 minutes. Serve topped with goat cheese sauce.