How to cook fillet steak. 😋 One of most expensive cuts of beef, here’s how I like to get it spot on medium rare every time. If you aren’t confident on gauging a steak by touch, invest in a meat probe. 1. Remove the steak from the fridge 45 minutes before cooking 2. Drizzle with steak with oil, season generously with salt 3. Heat a tiny splash of oil in a frying pan over a medium high heat 4. Add the steak (if it’s doesn’t sizzle take it out) simply leave the steak to cook for around 2 minutes u