Remove the petite tenderloin filet from the refrigerator and rinse the meat under cool running water. Pat the meat dry with paper towel and allow the meat to sit at room temperature for at least 30 minutes to ensure even cooking.

Preheat the broiler in the oven on high. Lower the top rack in the oven to about 4 inches below the heating element. Place a broiler pan or oven-safe skillet in the oven to heat.

Pour a small amount of vegetable oil into your hands and lightly coat the surface of the petite tenderloin filet. Lightly season the petite tenderloin filet; generally, you only need salt and ground black pepper. However, you could also choose ground cayenne pepper, ground thyme, onion powder, or garlic powder.

Remove the pan or skillet from the oven using an oven mitt. Place the meat on the pan or skillet and set back into the oven. Broil the petite tenderloin filet for six to 11 minutes, depending on the thickness of the steak, such as 1 or 1 1/2 inch, and desired doneness, such as rare or medium.

Remove the pan or skillet from the oven and turn the meat using tongs. Place the petite tenderloin filet back into the oven and broil for six to 11 minutes. Check the internal temperature of the petite tenderloin filet using an instant-read thermometer. For rare, the thermometer should read 120 to 125 degrees Fahrenheit. For medium-rare, the thermometer should read 130 to135 F; and medium should read 140 to 145 F. However, the United States Department of Agriculture recommends 145 F as the minimum safe doneness temperature for cuts of meat like the petite filet.

Remove the steak from the oven and allow it to rest for five minutes to allow for carryover cooking.