Here is a great recipe for Pepper-crusted Filet Mignon. It is so easy my wife, that can burn water, handles this one.
I like to cut my own steaks. I but a whole beef tenderloin from Sam's Club. Their beef is a big step up from most of the grocery stores stuff. I cut the tenderloin into steaks about 1 1/4" to 1 1/2" thick. For this recipe you want either a New york strip steak or better a good filet Mignon at least 1" thick.
First you need to crush about 5 tablespoons of pepper corns, not to fine. Take the crushed pepper and simmer it seven minutes in olive oil. Add a table spoon of kosher salt at the end of the simmering. Rub thecrushed pepper and salt all over two steaks and then put them in the fridge for at least an hour.
After the hour put a cookie sheet in the oven and heat to 425 degrees. On the stove top add a bit of olive oil to a frying pan over a medium heat . Brown the steaks on both sides for about 6 or 7 minutes a side. After browning move the steaks to the hot cookie sheet and place in the oven 4 or 5 minutes for a nice rare steak. You may want to go less with a thinner steak.