In a small bowl, combine softened butter, prepared horseradish, minced shallot, lemon juice, salt, and pepper. Mix until well combined.

Transfer the mixture onto a piece of parchment paper or plastic wrap, roll it into a log shape, and refrigerate until firm, about 30 minutes.

Preheat your oven to 400°F (200°C).

Pat the filet mignon steaks dry with paper towels. Season both sides of the steaks generously with salt and freshly ground black pepper.

In a shallow dish, combine the cracked mustard seeds and bergamot zest. Press the top and bottom of each steak into the mixture to create an even crust.

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

Transfer the skillet to the preheated oven and cook for an additional 5-7 minutes for medium-rare, or to your desired doneness. Use a meat thermometer for accuracy (130°F for medium-rare).

Remove the skillet from the oven and transfer the steaks to a plate. Let them rest for about 5 minutes to allow the juices to redistribute.

Slice the chilled horseradish-shallot butter into rounds and place a piece on top of each steak just before serving. The butter will melt over the warm steak, adding richness and flavor.