1 Dip zucchini slices into the egg whites, then coat the breadcrumb mixture. Place on a greased baking sheet.  Bake for 5 minutes in the preheated oven, then turn over and bake for another 5 to 10 minutes, until browned and crispy.
1 Place the filet on the grill rack over the heat. 2  Cover the grill. 3  Use the following timings for grilling filet mignon, and turn once halfway through the grilling time: 4  For a 1-inch cut, grill 10 to 12 minutes for medium rare (145 degrees F) or 12 to 15 minutes for medium (160 degrees F).
Step 5. For a gas grill, soak a couple of handfuls of mesquite or hickory wood chips in water for 30 minutes. Drain the wood chips and place them in a foil tray. Position the tray of wood chips on one side of the bottom rack of the grill, then light only the burners that are directly under the wood chips.