A couple notes about this recipe....
Your filet will not be perfectly round. Like the filet in the image below, just form it into a circle. Once you wrap the pieces of bacon around the steak, the toothpicks will secure it into it's shape.
After you remove the steak from the oven there is a chance the bacon will have crisped up and broken, leaving you with a not so perfectly round steak. This happened to one of the steaks we cooked.
I would suggest cooking a couple extra pieces of bacon in case this happens so you can add those cooked pieces to the final setting.
Remember - these are grass-fed steaks and they tend to cook a bit faster than conventional steaks. Use a meat thermometer to check the steak at the 7 minute cooking mark. Remove approx 5 degrees prior to the final temperatures below, and let rest for 5 minutes as mentioned in the recipe above.
Rare - 130 - 140 degrees
Medium Rare - 145 degrees
Medium - 160 degrees
Well Done - 170 degrees