If using filet mignon, follow same instructions as sirloin steaks in Steps 3 and 4, cooking over medium-high heat until filets reach minimum internal temperature, 5-8 minutes.
If using NY Strip steak, prepare another baking sheet with foil and cooking spray. Follow same instructions as sirloin steaks in Step 3. In Step 4, sear over medium-high heat until browned, 2-3 minutes per side. Transfer to second prepared baking sheet and roast until steak reaches minimum internal temperature, 9-12 minutes. Halve to serve.
If using double NY Strip steak, follow same instructions as single NY strip steak, working in batches to sear if necessary and adding an extra pinch of salt when seasoning.