In a mixing bowl, combine the softened butter, prepared horseradish, chopped dill, salt, and black pepper. Mix well until all ingredients are fully incorporated.

Transfer the mixture onto a piece of plastic wrap, shape it into a log, and wrap tightly. Refrigerate until firm.

Preheat your oven to 400°F (200°C).

Season the filet mignon steaks on both sides with salt and black pepper. Rub the calamansi juice over each steak, ensuring they are evenly coated.

Sprinkle the cracked fennel seeds over the top of the steaks, pressing gently to adhere.

In an oven-safe skillet, heat the olive oil over medium-high heat. Once hot, add the seasoned filet mignon steaks to the skillet. Sear for about 3-4 minutes on each side until a golden crust forms.

Transfer the skillet to the preheated oven and roast the steaks for an additional 5-7 minutes for medium-rare, or adjust the time according to your preferred doneness.

Remove the steaks from the oven and let them rest for about 5 minutes. Slice the chilled horseradish-dill butter into rounds and place a piece on top of each filet mignon just before serving.