In a bowl, combine the softened butter, chopped sun-dried tomatoes, minced garlic, parsley, and lemon juice. Mix well until all the ingredients are evenly incorporated. Shape the butter into a log using plastic wrap and refrigerate until firm, about 30 minutes.

In a large skillet over medium heat, add 1 tablespoon of olive oil. Add the thinly sliced onions and a pinch of salt, stirring occasionally. Cook until the onions are soft and caramelized, about 15-20 minutes. Add thyme during the last 5 minutes of cooking.

Season both sides of the filet mignon steaks generously with salt and freshly ground black pepper. In another skillet, heat the remaining tablespoon of olive oil over high heat. When the oil is hot, add the steaks and sear for about 4-5 minutes on each side for medium-rare, or until your desired doneness is reached.

Once the steaks are cooked, remove them from the skillet and let them rest for a few minutes. Top each steak with a generous spoonful of the caramelized onions. Slice the chilled sun-dried tomato confit butter into rounds and place on top of the onions.

Serve the filet mignon with your favorite sides, allowing the butter to melt over the warm steak and onions.