Bring the filets to room temperature - this will take at least 30 minutes. Preheat oven to 225F and place a wire rack on a baking sheet.

Pat the filets dry with paper towels and season liberally on both sides with salt and place on the rack on the baking sheet.

Bake at 225F for 20-35 minutes - exact timing will depend on how you like your steak cooked. Check first at 20 minutes with an instant read thermometer and continue checking every 5 minutes until the desired temperature is reached. Look for 105F for rare, 115F for medium rare, 125F for medium, 135F for medium-well.

When the filets are close to being done in the oven, heat a cast iron skillet over medium-high heat. Add a small drizzle of oil when the skillet is hot and the filets are done in the oven. Place the filets in the warm skillet to sear for 2 minutes.

Flip and add the butter and fresh thyme to the skillet. Baste the filets with the butter as they sear for another 2 minutes. Use the instant read thermometer to find your desired final internal temperature 115F for rare, 125F for medium rare, 135F for medium, 145F for medium-well.

Allow filets to rest for 5 minutes on a cutting board before serving.