These Filet Mignon Appetizers with horseradish sauce are the perfect party snack. Bacon is wrapped around mini filet mignon bites and skewered, then served with a creamy, tangy dipping sauce.
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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 ⭐️ 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. It’s the star of this dish, outshined only by the smoky bacon and tender filet mignon.
But those two things can really outshine anything, right?
If you’re looking for more sauce options for your filet mignon appetizers, heres’ a few more great options…
More sauces for filet mignon bites
What to serve with them
- Instant Pot Baked Potatoes
- Sour Cream Mashed Potatoes
- Roasted Brussels Sprouts with Balsamic Glaze
- Glazed Carrots
- Roasted Miso Cauliflower
- Arugula Salad
- More → 37+ Sides for Steak Bites
- PLUS → 50+ Sides for Filet Mignon
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
- 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 bacon wrapped filet mignon bites?
More appetizer recipes
- Garlic Butter Steak Bites
- Sausage Bites
- Baked Goat Cheese
- Prosciutto Wrapped Avocado
- Creamy Salmon Dip
- Prosciutto, Brie & Honey Crostini
Did you try this filet appetizer?
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Filet Mignon Appetizers
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
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 and horseradish in a medium bowl. Season with salt and pepper to taste.
Nutrition
This post was originally published in 2016. It was updated in 2023 to freshen up the pictures and text. The filet mignon bites recipe remains the same. Enjoy!
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!
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?
Terry-
Did you ever receive a reply and/or did you try searing the day before? I was wondering the same thing.
Was yummy. WIll make it again.
Everyone loves these – they disappear so quickly!! One of my favorite appetizers. Thanks!!!
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!
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!
yum. my husband would love these. and they don’t overcook with the raw bacon? interesting. i can’t wait to make these as a surprise for a get together.