Thaw filet mignons in the refrigerator overnight, then pat dry with paper towel on all sides, season with salt, pepper, and 1/4 teaspoon dried thyme for each filet, then bring to room temperature on counter for 20 to 25 minutes.
Bring a cast-iron pan to high heat and add grapeseed oil.
Place filets in pan and cook 3 minutes on one side until browned and nicely seared. Add 1 tablespoon of butter to pan.
Flip filets and butter baste for about 20 seconds. Continue to cook filets for about another 3 to 4 more minutes for medium-rare doneness (for different doneness, refer to the Omaha Steaks cooking chart).
Let steaks rest for 6 to 8 minutes.