Filet Mignon Bites with creamy horseradish sauce are the perfect elegant appetizer. Mini filet mignons are wrapped in bacon and served with a thick and tangy dipping sauce.
If you love filet mignon, you will absolutely love this appetizer recipe!
With the holiday season in full effect, I’ve been thinking of more ways to pair appetizers with wine – besides the typical cheese platter. I wanted to do something fancy enough to match with a Christmas cocktail party or a New Year’s Eve celebration. And, it doesn’t get much more fancy than filet mignon.
I wrapped these filet mignon steak bites in bacon because:
- The bacon helps to keep the filet extra moist.
- It adds a bit of smoky flavor to the filet.
- Everything is better with bacon.
But, let’s not forget about the finishing touch – The creamy horseradish sauce.
Think of this sauce as the star on top of the Christmas tree or the champagne toast at midnight.
It’s the finishing and expected touch – Tangy, spicy horseradish, combined with creamy greek yogurt, a bit of breadcrumbs to thicken things up a bit, and some unsweetened applesauce to add an extra layer and a hint of sweetness to the mix. It’s a star of this dish – Outshined only by the smoky bacon and tender filet mignon. But those two things can really outshine anything, right?
And then comes the wine. When we’re hosting company, I like to offer at least a couple of wine pairing options. First, because not everyone has the same taste in wine. Second, because it’s fun to taste a couple different wines with the food, to see how each can compliment the food differently.
Here are some great wines that pair with these Filet Mignon Bites:Â
Wine pairings for filet mignon:
- A big, bold hearty red wine makes a great match for these bites – Try a Cabernet, Syrah or Zinfandel.
- Pinot Noir has earthy flavors pair nicely with the smoky bacon wrapped around the filet mignon.
Which wine do you think you’d prefer with these Filet Mignon Bites?
If you loved these Filet Mignon Bites I would appreciate it so much if you would give this recipe a star review! Also, be sure to snap a picture of your finished dish and share it with me on Instagram using the hashtag #platingsandpairings and tagging me @platingsandpairings.
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Appetizer recipes:
- Garlic Butter Steak Bites
- Sausage Bites in White Wine with Creamy Mustard Dipping Sauce
- Baked Goat Cheese Appetizer
- Prosciutto Wrapped Avocado Bites
- Creme Fraiche Salmon Dip
- Prosciutto, Brie & Honey Crostini
Filet Mignon Bites Recipe

Filet Mignon Bites with Creamy Horseradish Sauce
Ingredients
Filet Mignon Bites:
- 1 pound beef tenderloin
- 1/2 pound thin-sliced bacon
- Salt and pepper
- 2 tablespoons Worcestershire sauce (for basting)
Creamy Horseradish Sauce:
- 6 ounces greek yogurt
- 2 tablespoons prepared horseradish
- 1/4 cup breadcrumbs
- 3 tablespoons unsweetened applesauce
Instructions
Filet Mignon Bites:
- Preheat oven to 450 degrees.
- Pat tenderloin dry and cut into 1-inch cubes. Cut each strip of bacon in half and wrap around the steak cubes. Secure with a toothpick. Season each side of the steak with salt and pepper.
- Spray a grill pan, or grill with cooking spray, and warm to medium high heat. Sear the steak cubes for a 1-2 minutes on each steak side. Place on a baking sheet with the bacon side lying down. Bake for 2-3 minutes, flip the steak bites over to the other bacon side, and bake for an additional 2-3 minutes, until cooked to your liking. Brush with Worcestershire sauce.
Creamy Horseradish Sauce:
- Combine the greek yogurt, horseradish, breadcrumbs and applesauce in a medium bowl. Season with salt and pepper to taste.
Nutrition
Disclosure: This post was originally published in February, 2016. It was updated in November, 2017 to freshen up the pictures and text.Â
I want these right now, Erin, and it’s only 8:30am! These look and sound AMAZING!
I may or may not have eaten some of these (leftover) for breakfast… Totally acceptable in my book!
Wow–this sounds SOOOOO good!! I like your style! 😉
I would never have guessed those ingredients in the horseradish sauce… I can’t eat most of them but I do someday want to learn to make aoli and other fancy sauces, maybe I could do a homemade horseradish base too!
Thank you! It’s quite a decadent appetizer – Perfect for awards season… Or just a Wednesday night 😉
Few things in life are better than bacon-wrapped filet mignon. Soo good. And that sauce looks divine!
You’re right about that Natasha! It was quite the pity when I had to “sample” the recipe and eat about 5 of these “bites” myself… I just called it dinner 😉
Erin—I am so making these for Sunday. We love filets paired with horseradish. This is fablous!
Sunday – Valentine’s Day – What a perfect occasion!
What a genius idea! I love filet! It is my favorite cut of beef. My hubby likes a NY strip but I am not a fan of the fat. The marbling is great for flavor but I don’t like to eat it. These bite-sized portions of deliciousness are making my mouth water! Throw on a kick of horseradish and I will fight someone MMA style to get the last one!
🙂 Filet is my favorite cut too Jennifer – We may be battling over the last one!
This looks delicious and fairly easy to make. ..
These look delicious but I wonder how tender they are? I’m considering trying them and adding them to my catering menu!
Hi Robin – They turn out really tender, just like traditionally cooked filet!
Made these last night and everyone loved them! Quick and easy. The horseradish sauce makes the filet bites even better. Not too overpowering, lovely texture and complimentary in taste.
Zero chance of leftovers…unfortunately.
Thank you!
I’m so glad they were a hit Jens!
[…] 5. Filet Mignon Bites with Creamy Horseradish Sauce […]
Theses look wonderful. I would like to serve thses at a 3pm cocktail party, do you think I could sear them the day before than bake them off just before serving them?
Sorry if this is a repeat but can these be seared the day before and baked off before serving?
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