Bring thawed filets to room temperature for 20 to 25 minutes, then pat dry with paper towel and liberally season with salt and pepper on all sides.
Grill steaks to medium-rare (130 to 140 degrees Fahrenheit) doneness. Refer to Omaha Steaks cooking chart for different preferred doneness.
Let rest for 10 minutes before slicing thinly, then cutting each slice in half to yield about 16 slices.
To make crostinis, slice baguettes on the bias about 1/4-inch thick and brush lightly with olive oil, then broil in oven until lightly browned.
Spread a heaping teaspoon of whipped cream cheese on crostini, then a heaping teaspoon of prepared roasted red pepper pesto on top.
Place 1-2 slices of steak on each crostini, then top with 3-5 1/8-inch chopped roasted pepper pieces and sprinkle with finely minced chives.