Okay, so your oven is preheated, and your steak is seasoned to perfection - now it's time to cook the steak. Place the bacon-wrapped filet on a baking sheet lined with aluminum foil, and put it in the oven for about 15-20 minutes, or until it reaches your desired level of doneness. It's like cooking a puzzle - you've got to make sure all the pieces fit together just right.
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While the steak is cooking, you can start thinking about the perfect sides to serve with it. You could go with a classic garlic mashed potato, or try something a bit more exotic like a roasted vegetable skewer. The choice is yours, but just remember that the sides should complement the steak, not overpower it.