In a medium bowl, combine the softened unsalted butter, finely chopped sun-dried tomatoes, chopped fresh parsley, minced garlic, salt, and pepper. Mix well until all ingredients are fully combined. Transfer the mixture onto a piece of parchment paper and roll it into a log shape. Twist the ends of the parchment to seal and refrigerate until firm, about 30 minutes.

In a large skillet over medium heat, melt 1 tablespoon of butter with 2 tablespoons of olive oil. Add the sliced leeks and fennel seeds to the skillet. Season with salt and pepper, and cook, stirring occasionally, until the leeks are soft and caramelized, about 10-15 minutes. Remove from heat and set aside.

Preheat the oven to 400°F (200°C). Season the filet mignon steaks generously with salt and freshly ground black pepper. In a large oven-safe skillet over high heat, add the remaining olive oil. Once the oil is hot, add the filet mignon steaks and sear for 2-3 minutes on each side until browned. Top each steak with the caramelized leeks and fennel seed mixture. Transfer the skillet to the preheated oven and roast for about 5-7 minutes for medium-rare, or until desired doneness is reached.

Remove the skillet from the oven and let the steaks rest for a few minutes. Slice the chilled sun-dried tomato compound butter into rounds and place on top of each filet mignon steak just before serving. Garnish with extra parsley if desired.