Pat filet mignons dry with paper towels. Slice each filet into 3 equal slices lengthwise, about ½” to ¾” thickness.
Lightly flatten each filet mignon slice with the palm of your hand and place filet mignon slices into medium bowl.
In a separate small bowl, whisk together all Mediterranean rub ingredients until well incorporated.
Add Mediterranean rub and 2 T. olive oil to filet mignon slices, tossing until thoroughly coated.
Cover bowl with plastic wrap and allow to marinate in refrigerator for at least 2 hours.
Preheat grill to 450 degrees.
Remove filet mignon slices from refrigerator and skewer 2 slices lengthwise onto each wooden skewer. Allow filet mignon slices to come to room temperature, about 20 minutes.
Grill filet mignon skewers on each side, about 3 to 4 minutes each, for medium-rare doneness.
Let skewers rest for about 5 minutes.