Preheat your oven to 400°F (200°C).

In a food processor, pulse the dried porcini mushrooms until finely ground. Add chopped thyme, breadcrumbs, and grated Parmesan cheese. Pulse until well combined. Season the mixture with salt and pepper to taste.

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

In a large oven-safe skillet, heat the olive oil over medium-high heat. When the oil is hot, sear the filet mignon steaks for 2-3 minutes on each side until they develop a golden-brown crust.

Remove the skillet from heat. Press the porcini mushroom mixture onto the top of each steak, ensuring an even coating.

Transfer the skillet to the preheated oven and roast for about 8-10 minutes for medium-rare, or until your desired doneness is reached. Use a meat thermometer to check the internal temperature (130°F for medium-rare).

While the steaks are in the oven, place the bone marrow halves, cut side up, on a baking sheet. Roast in the oven for about 10-12 minutes until the marrow is soft and bubbly.

In a small saucepan, melt 2 tablespoons of unsalted butter over medium heat. Add the chopped shallot and sauté until translucent. Pour in the beef stock and bring to a simmer. Cook for about 5-7 minutes until slightly reduced. Stir in the remaining 2 tablespoons of butter and mix until melted and combined. Season with salt and pepper.

Once the steaks are done, remove them from the oven and let them rest for 5 minutes. Carefully scoop the marrow from the roasted bones.

To serve, place each filet mignon on a plate, drizzle the brown butter bone marrow reduction over the top, and garnish with the roasted marrow. Enjoy your decadent dish!