4 petite filets (1 1/2 to 2 lbs. total) or beef tenderloin medallions
Kosher salt and coarsely ground black pepper
Olive oil cooking spray (preferably nonaerosol)
1 cup sour cream or crème fraîche
¼ cup finely chopped fresh chives
2 rounded tbsp. Dijon mustard
2 rounded tbsp. prepared horseradish (I like Gold’s)
1 tbsp. Worcestershire sauce
1 clove garlic, grated or pasted
4 sandwich rolls, warmed, or a warm baguette, halved
Finely chopped white onions or very thinly sliced shallots, thinly sliced cornichons (sliced lengthwise), and upland cress
Preheat the oven to 375°. Bring the steaks to room temperature. Meanwhile, heat a large cast-iron skillet over medium-high.
Pat the steaks dry and season liberally on both sides with salt and pepper. Spray the pan with the cooking spray, add the meat, and cook until browned, 2 to 3 minutes per side. Transfer the steaks to a large rimmed baking sheet and bake until an instant-read thermometer registers 130° to 135° when inserted horizontally into the steaks, about 5 minutes. Transfer the steaks to a cutting board to rest while you make the sauce. (The temperature should reach 145° as the meat rests.)
In a small bowl, stir the sour cream, chives, mustard, horseradish, Worcestershire, and garlic. Season the sauce with salt and pepper.
Thinly slice the meat.
Spread the cut sides of the rolls generously with the sauce. Sprinkle the onion on the roll bottoms, then arrange the cornichons on top. Top with the upland cress, the sliced beef, and the roll tops.