Pat dry all sides of each filet
On a plate, mix your dry seasonings and roll the filet coating all sides
Place the filet uncovered in the refrigerator on a rack lined sheet pan for 24 - 48 hours (or a minimum of 4 hours)
Make your compound butter while the meat is hanging out in the fridge. Mix room temperature butter with blue cheese. fresh rosemary, and some cracked black pepper (if you'd like) and place on a sheet of parchment paper and form and roll like a piece of taffy and let it re-harden for a few hours in the refrigerator in an air-tight bag
Let the meat sit on the counter for 1 hour prior to cooking
Preheat the oven to 500 degrees
Cook the meat on the same rack sheet pan for 15 minutes (to achieve medium rare) and then shut the oven off and let the meat cook an additional 45 minutes. DO NOT OPEN THE OVEN and let the heat escape
Everyone's oven is different so you may wish to try this recipe to perfect the cooking time for your desired final temperature. I like M to MW so I let the meat cook for 25 minutes followed by 45 minutes of the oven shut off and it was perfect for me. Just barely pink
Let your filet rest with a bit, or more, of the blue cheese compound butter