Steps:
- Sear-roast the beef Fold the thinner end of the tenderloin under to create an evenly thick roast; secure with twine. Rub the beef all over with 1 Tbs. salt. Wrap it in butcher paper or plastic wrap, put it on a platter or rimmed baking sheet, and refrigerate for at least 2 hours. Remove the beef from the refrigerator and let sit for about an hour before roasting. Meanwhile, position a rack in the center of the oven and heat the oven to 475°F. In a small bowl, combine the mustard, Worcestershire sauce, garlic, honey, soy sauce, thyme, and a few grinds of pepper; set aside. Heat a flame-proof roasting pan over medium-high heat, using 2 burners if necessary. Add the oil, swirling the pan to coat, and then add the beef. Cook, turning with tongs, until well browned on all sides, about 12 minutes total. Transfer to a cutting board; wipe out the pan. Brush the glaze over all of the beef, return it to the roasting pan, and roast to an internal temperature of 120°F for rare, 16 to 20 minutes, or 125°F for medium rare, 22 to 26 minutes. Transfer to a cutting board, tent with foil, and let rest for 15 minutes. Make the sauce Melt the butter in a 3-quart saucepan over medium-low heat. Add the shallot and cook, stirring occasionally, until tender, about 3 minutes. Add the Cognac, turn the heat up to high, and boil until reduced by half, 2 to 3 minutes. Add the stock and thyme and boil until the mixture has reduced to just over 1 cup, 15 to 20 minutes. Discard the thyme sprigs. Stir in the cream and black pepper and lower the heat to maintain a gentle boil. Cook, stirring occasionally, until the sauce is reduced to 2 cups and is a bit thicker than heavy cream, about 20 minutes. Remove from the heat and whisk in the Parmigiano, mustard, lemon juice, and Worcestershire sauce. Once the cheese has melted, season to taste with more salt, pepper, or lemon juice. Slice the tenderloin 1/2 inch thick and pour any juice that has accumulated over the sliced beef.
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