Broil filets under medium heat for 30 minutes or until medium rare. Cut each filet in half horizontally. Spread the bottom half of each filet with cooled Bordelaise sauce, then sew the filets together. Place each filet on a piece of parchment paper brushed with oil. Bring the paper covers up over the filets in a shallow pan and roast them in a hot oven (450°F) for 3 minutes or until the paper puffs out. Serve filets immediately in their paper bags. Rip the paper open and slice the filets.
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