1. For the filet mignon: Remove the filet mignon from refrigerator to come to room temperature on the countertop for about 1 hour before cooking.
2. Preheat oven to 425F. Season the filet mignon generously with salt and pepper on both sides.
3. Heat a large oven-safe sauté pan over medium-high heat. Add the olive oil and let it get hot.
4. Add the steaks to hot pan and let them cook undisturbed for 4 minutes. Use a timer and don’t move filets around in the pan during this time.
5. After 4 minutes, flip the filets. Then immediately transfer the sauté pan to your pre-heated oven and set your timer.
6. Cook in the oven for 5-7 minutes, depending on your preferred level of doneness: 5 minutes for rare, 6 minutes for medium-rare or 7 minutes for medium.
7. Remove pan from oven and transfer filets to a clean plate. Tent with foil and let them rest for 5 minutes. Do not leave filets to rest in the pan or they will overcook.
8. For the zucchini: Increase the oven temperature to 450F. Slice zucchini lengthwise into half inch strips. Cut lemon into wedges. Roughly chop mint.
9. Drizzle zucchini with half of the oil, and season with salt and pepper.
10. Roast on a lipped baking sheet for 15 minutes or until zucchini is tender.
11. Transfer to a platter. Drizzle with remaining oil and squeeze lemon juice on top.
12. Sprinkle with mint leaves and serve with the filet mignon.