go shopping for these ingredients :

2 tablespoons unsalted butter
2 shallots minced
3 gloves garlic, minced
1 cup Myer's dark rum
3 cups chicken stock
2 tablespoons ancho puree
2 tablespoons molasses
Salt and freshly ground pepper
4 filet mignon steaks, 8 ounces each

Cooking Recipe:

Melt the butter in a saucepan over mediumhigh heat and sweat the shallots and garlic. Add the rum, bring to a boil and reduce to 1/3 cup. Add the stock, bring to a boil and reduce the heat. Whisk in the remaining ingredients and simmer until reduced to 2 cups.

Preheat the grill. Season the steaks on both sides with salt and pepper to taste. Grill to desired doneness. Drizzle with the sauce.