Remove the filet mignon steaks from the refrigerator and let them sit at room temperature for 15 minutes.
Season both sides of the steaks evenly with kosher salt and freshly ground black pepper.
Heat 1 tablespoon of unsalted butter and the olive oil in a large skillet over medium-high heat until hot but not smoking.
Add the filet mignon steaks to the skillet and sear for 4 minutes on the first side without moving them.
Flip the steaks and cook for an additional 4 minutes for medium-rare doneness, or adjust time to your preferred doneness.
Remove the steaks from the skillet and transfer to a plate. Tent loosely with foil to keep warm.
Reduce the heat to medium and add the remaining 1 tablespoon of butter to the same skillet.
Add the chopped onion and sauté for 2 minutes until softened.
Add the sliced cremini mushrooms and cook, stirring occasionally, for 5 minutes until they release their moisture and begin to brown.
Stir in the minced garlic and cook for 30 seconds until fragrant.
Pour in the dry white wine and simmer for 2 minutes until reduced by half.
Add the beef broth and fresh thyme leaves, and simmer for 3 minutes to reduce slightly.
Stir in the heavy cream and cook for another 2 minutes until the sauce thickens slightly.
Taste and adjust seasoning with salt and pepper if needed.
Return the filet mignon steaks to the skillet and spoon the mushroom sauce over the top to warm through for 1 minute.
Serve the filet mignon hot with the mushroom sauce generously spooned over the steaks.