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Preheat oven to 400°F (200°C). Season the filet mignons with salt and pepper. Heat olive oil in an ovenproof skillet over medium-high heat. Sear steaks for 2–3 minutes per side until browned.
2️⃣ Roast in Oven:
Transfer the skillet to the oven and cook for 5–7 minutes for medium-rare, or longer for preferred doneness. Remove and let rest.
3️⃣ Prepare the Cream Sauce:
In the same skillet, melt butter over medium heat. Add garlic and cook until fragrant (about 30 seconds). Add shrimp and cook for about 2 minutes per side until pink.
4️⃣ Finish the Sauce:
Stir in lobster, heavy cream, Parmesan, lemon juice, paprika, and cayenne. Simmer 3–5 minutes until thickened.
5️⃣ Serve:
Spoon the warm shrimp and lobster cream sauce over the filet mignon. Garnish with fresh parsley.
Serving and Storage Tips:
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