Pat the steaks dry with paper towel.
Wrap the sides of the steak with a slice of bacon.
Fasten the bacon into place with a toothpick.
Season steaks and coat each side of the steak with steak spice. Be sure to cover the entire surface of the steak to create a nice crust.
Place the steaks on the grill, preheated to 500 degrees F, at medium-high heat. The higher heat allows for a good sear on the outside of the steaks.
For medium rare steaks grill each side for 5 minutes. Cooking time will vary depending on how well done you want your steak.
While the steaks are grilling, make the herb butter.
In a small bowl combine butter and fresh herbs.
Place steaks on a cutting board so that the meat rests for a minute or two.
Top each bacon-wrapped filet mignon with a teaspoon of the butter mixture.