Preheat your oven to 400°F (200°C).

In a small bowl, combine the cocoa powder, chipotle powder, salt, and black pepper. Mix well to create the seasoning blend.

Pat the filet mignon steaks dry with paper towels. Rub each steak with olive oil, then generously coat both sides with the cocoa-chipotle seasoning mixture.

Heat a large oven-safe skillet over medium-high heat. Once hot, add the seasoned steaks to the skillet. Sear the steaks for about 3-4 minutes on each side until a crust forms.

While the steaks are searing, place the shallots on a piece of aluminum foil. Drizzle with a little olive oil and sprinkle with salt. Wrap the foil tightly to create a packet.

Once the steaks are seared, transfer the skillet to the preheated oven. Place the shallot packet in the oven as well. Roast the steaks for about 8-10 minutes for medium-rare, or adjust the time according to your desired doneness.

While the steaks and shallots are roasting, prepare the lime butter. In a medium bowl, combine the softened butter, lime zest, and lime juice. Mix until smooth and well blended. Set aside.

After the steaks are cooked to your liking, remove the skillet and shallots from the oven. Let the steaks rest for 5 minutes.

Carefully unwrap the shallot packet. The shallots should be tender and slightly caramelized.

Serve each filet mignon topped with a dollop of the roasted shallot and lime butter. Garnish with fresh cilantro and serve immediately.