Carefully wrap one whole slice of bacon around each filet and pin with a toothpick, string or a grilling pin.
Lather your steaks with oil and season with my Bourbon Prime Seasoning (or salt, pepper and garlic powder).
Place the steaks in the fridge for 40 minutes to dry brine. Pull the steaks out of the fridge 15 minutes before cooking to come to room temperature.
Preheat your grill to medium-high heat temperature (around 375 degrees F) for direct cooking.
Add your steak to the grill to cook for 3-3.5 minutes per side or until 120F internal. Make sure to sear off the bacon as well to get nice and crispy.
Once the steaks are done, pull them off and let them rest for 10 minutes.
Reset your grill for direct cooking at 375 degrees F. Add a cast iron skillet and add some canola oil. Add your sliced mushrooms and cook for 5-7 minutes until they are golden brown, then pull off once cooked.
Next, add your beef broth, steak sauce, champagne vinegar, dijon mustard, and Worcestershire sauce. Let simmer until reduced by half (about 10 minutes) making sure to stir frequently.
Finally, add your heavy cream and grated parmesan. Let simmer until the sauce has thickened more (about 2-3 minutes) over a low simmer.
Finally, add your mushrooms back in and stir until well incorporated. Once done, pull off the heat and keep warm.
Top your steaks with the mushroom cream sauce, garnish with chopped parsley, slice, and enjoy!