Coat your Filet Mignon (4) and season with Barbecue Rub (to taste) up to 24 hours in advance. Prepare grill for indirect heat.
Once the steaks have reached an internal temperature of 80 degrees F (25 degrees C), flip them over and re-insert your thermometers. Keep cooking till they reach 115 degrees F (45 degrees C) internally.
Remove the filets and spray with Olive Oil (to taste). Place the steaks on the direct heat and sear them on all sides.
Remove them and wrap them in aluminum foil.
In a steamer add the Lump Crab Meat (to taste) and season with Jacobsen® Sea Salt (to taste), Ground Black Pepper (to taste) and Cayenne Pepper (to taste). Let them steam for 30 seconds and turn off the heat to keep them warm.
To make the hollandaise sauce, in a pot add Egg (3) yolks, Lemon (1/2), Dijon Mustard (1/4 teaspoon) and Jacobsen® Sea Salt (1/4 teaspoon). Whisk everything together and add about 1/4 tsp of Cayenne Pepper (to taste).
Place the pot with the sauce mixture on top of another pot filled with steaming (not boiling) water. This will allow the mixture to cook without overheating. Keep whisking and incorporate the Butter (1/2 cup) 1 piece at a time.
Once the sauce is done mix in Creamy Horseradish Sauce (to taste) for an extra kick.
To serve, spoon hollandaise sauce over the filet mignon and top with lump crab meat and Fresh Parsley (to taste). Enjoy!