Roast Fillet of Beef with Cornichon Tarragon Sauce

Rub the fillets with the oil, season them with salt and pepper, and in a large roasting pan, leaving space between the fillets, roast them in a preheated 550°F. oven for 23 minutes, or until a meat thermometer registers 130°F., for medium-rare meat. Transfer the fillets to a platter and let them stand, covered loosely with foil, for 15 minutes. In a bowl with an electric mixer cream together the butter and the mustard. In a large saucepan combine the shallot, the wine, and the tarragon and cook the mixture over moderately high heat until the wine is reduced to about 1 cup. The mustard butter and the shallot mixture may be made 1 day in advance and kept covered and chilled. Reheat the shallot mixture before continuing. Add the cream and the cornichons , reduce the heat to low, and whisk in the mustard butter, a little at a time, and any meat juices that have accumulated on the platter. Season the sauce with salt and pepper and keep it warm, but do not let it boil. Slice the fillets and nap the meat with the sauce.