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.
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.