In a small bowl, mix olive oil, lemon juice, thyme leaves, salt, and pepper. Place the filet mignon in a resealable bag or shallow dish and pour the marinade over the steaks. Seal or cover, and refrigerate for at least 30 minutes (up to 2 hours for more flavor).

Preheat your grill to medium-high heat.

Preheat your oven to 425°F (220°C). In a large mixing bowl, combine the cut fries with olive oil, garlic powder, salt, and pepper. Toss to coat evenly. Spread the fries in a single layer on a baking sheet lined with parchment paper. Bake for about 25-30 minutes or until golden and crispy. Sprinkle Parmesan cheese over the fries during the last 5 minutes of baking.

Remove the filet mignon from the marinade and let any excess drip off. Place the steaks on the grill and cook for about 4-5 minutes on each side for medium-rare, or until your desired doneness is reached. Remove from the grill and let rest for 5 minutes.

In a skillet over medium heat, melt the butter. Add the sliced mushrooms and sauté until they are golden brown, about 5-7 minutes. Stir in the minced garlic and cook for another minute. Pour in the heavy cream and add thyme, salt, and pepper. Simmer for 5-10 minutes until the sauce thickens slightly.

Place the grilled filet mignon on plates, top with the wild mushroom cream sauce, and serve alongside the Parmesan-crusted fries. Enjoy!