"Tenderloin (sometimes called filet mignon) is the king of steaks. It's lean, tender, you can add any desired flavor to it and it will absorb it all, and you can cut it with a butter knife. This is expensive, though, so only cook this once in a while."
Cut a few 2-inch slits in the side of the fillet; stuff the sage leaves and garlic pieces into the slits. Wrap the thyme sprigs around the fillet. Store in refrigerator to allow the meat to absorb the flavors for 4 to 12 hours.
Preheat an outdoor grill for medium heat; lightly oil the grate. Cut the tenderloin in half and season with salt and pepper.
Cook the fillets 4 to 6 minutes per side, until no longer pink, or to desired doneness.