Cooking steak in a gas grill is more like roasting — it's a high heat surrounding your filet at all times. Read more: The Most Popular Cuts Of Steak Ranked Worst To Best Your filet mignon is ...

First, sear it in a pan with a bit of oil, then set the slow cooker to low and let it cook for 7 to 9 hours. You'll see that your filet mignon will turn out as if it were oven-cooked.