1. Preheat oven to 400°F
2. Remove 4 filet mignons from the refrigerator 30 minutes before cooking. Pat them dry with paper towels, season generously with kosher salt, and let rest at room temperature.

FOR THE BROCCOLINI

1. On a sheet pan, toss 2 bunches broccolini, 3 tablespoons olive oil, ½ teaspoon kosher salt, ¼ teaspoon freshly ground pepper, and ½ teaspoon crushed red pepper flakes. 
2. Roast in the preheated oven for 15 minutes or until tender and the edges are crispy. Remove from the oven and drizzle with juice from ½ lemon. 
   

FOR THE STEAKS

1. Heat a large cast-iron skillet over medium-high heat until barely smoking, about 2-3 minutes. Add 2 tablespoons canola oil and heat until shimmering.
2. Sear filets for 2 minutes per side until deeply browned. Optional: brown the sides by slowly rolling the filets in the hot pan.
3. Transfer skillet to oven and cook until steaks reach desired temperature: for medium-rare (125°F): 4-6 minutes; for medium (135°F): 5-7 minutes
4. Remove from oven, transfer filets to a plate, and tent with foil. Rest for 5-10 minutes while making the sauce.

FOR THE SAUCE

1. In a small saucepan, combine 1 cup whole milk, 2 teaspoons freshly ground black pepper, and ¼ teaspoon ground white pepper (if using). Heat until just below a simmer, stirring occasionally. You’ll see bubbles forming around the edges.
2. In another saucepan, melt 1 tablespoon unsalted butter over medium heat. Add 1 tablespoon all-purpose flour and cook, whisking constantly until light blonde in color, about 1 to 2 minutes.
3. Gradually whisk in the warm milk mixture. Cook over low heat, stirring constantly, until the sauce thickens enough to coat the back of a spoon. 
4. Stir in ½ teaspoon kosher salt and 1-ounce freshly grated Pecorino Romano and stir until cheese is fully incorporated. 
5. Spoon the sauce over the rested steaks immediately. The sauce will continue to thicken as it cools. If it becomes too thick to pour, whisk in a bit of milk until it reaches a pourable consistency.