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With your knife, mark the fillet at 1-inch intervals. Run skewers through your fillet in between your knife marks so that each portion has a skewer securing it. Using your knife marks as a guide, cut your fillet into slices. Drizzle with the oil.
Preheat the grill or a grill pan.
Grill slices over high heat for about 3 to 4 minutes per side for medium rare. Let rest for a few minutes before serving.