Filet Mignon Bites with Creamy Horseradish Sauce

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:

  1. The bacon helps to keep the filet extra moist.
  2. It adds a bit of smoky flavor to the filet.
  3. 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?

filet mignon bites on platter with creamy horseradish
filet mignon bites on platter with creamy horseradish

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: 

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:

Filet Mignon Bites Recipe

filet mignon bites on platter with creamy horseradish

Filet Mignon Bites with Creamy Horseradish Sauce

These Filet Mignon Bites with Creamy Horseradish Sauce are the perfect elegant appetizer to serve at your next party. Tender bites of filet mignon are wrapped in bacon and served with a thick and tangy horseradish sauce.
4 from 53 votes
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Prep Time: 20 minutes
Cook Time: 10 minutes
Total Time: 30 minutes
Servings: 12 bites


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


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.
Did you make this recipe?Mention @platingsandpairings or tag #platingsandpairings!


Serving: 1bite | Calories: 204kcal | Carbohydrates: 3g | Protein: 11g | Fat: 15g | Saturated Fat: 5g | Cholesterol: 39mg | Sodium: 203mg | Potassium: 205mg | Sugar: 1g | Vitamin A: 5IU | Vitamin C: 1mg | Calcium: 28mg | Iron: 1.2mg

Disclosure: This post was originally published in February, 2016. It was updated in November, 2017 to freshen up the pictures and text. 

27 thoughts on “Filet Mignon Bites with Creamy Horseradish Sauce”

  1. 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!

    • 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 😉

  2. 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!

  3. These look delicious but I wonder how tender they are? I’m considering trying them and adding them to my catering menu!

  4. 5 stars
    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!

  5. 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?

  6. I am making these for a cocktail party i’m having. I was going to cook the bacon before wrapping the it around the steak, and then cooking the beef. What do you think of that idea? Has anyone tried that yet?
    Thank you!

    • Hi Jennifer – I haven’t tried that yet, but you probably don’t want the bacon to become too crisp, otherwise it will be difficult to wrap around the bites without breaking. I’d love to hear how it works for you!

  7. Actually…I’m going to cook the bacon just a little, like i do for my bacon wrapped scallops, and then finish in the oven. I will definitely let you know how they turn out!


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