Preheat the oven to 400°F (204°C)
Place filets on a baking sheet and rub them with olive oil, salt, pepper, garlic, and thyme
Roast in a preheated oven for 15-20 minutes or until the internal temperature reaches 145°F (62°C)
Remove from the oven and allow to rest for at least 5 minutes
Sear in a hot pan or skillet to seal in the juices. This reverse sear method will keep the steak moist, adding more depth to the flavor and texture of the mushroom sauce