I followed suggestions already posted - 1/2 cup quality balsamic (I used pomegranate balsamic, it was delicious), 1/4 cup dry sherry, heaping tablespoon brown sugar, and 1 minced garlic clove. I cooked the sauce separately until it was syrupy. Let the filets rest at room temp for 45 mins or so (30-60 mins is good), then seasoned with sea salt and fresh ground black pepper on both sides. Cooked on med/high heat for 1 min on each side, then about 4 mins with the saute pan covered (for medium rare). Added about a tbsp of crumbled blue cheese and broiled for a minute or so. Then, drizzled the sauce on it. Had asparagus and mashed potatoes with it. Absolutely phenomenal.
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I followed suggestions already posted - 1/2 cup quality balsamic (I used pomegranate balsamic,...