Heat olive oil and garlic in a covered microwave safe bowl for 50-60 seconds. Remove and allow to cool. Add herbs and stir. Place filet mignon into a shallow glass dish. Pour herb mixture over and turn steaks to coat. Cover and let marinate for 1-5 hours in refrigerator.
Preheat grill to high heat. Remove steaks from dish, remove excess oil, and season with salt and pepper. Place on grill and cook. For medium rare, heat to an internal temperature of 140°F.