1. Preheat the oven to 350 degree.
2. Peel the shallots and place them on a baking tray, coat it with olive oil
3. Prepare the grill.
4. Roast the shallots for 15-20 minutes.
5. In a large skillet melt the butter over medium heat, sauté the garlic for few minutes.
6. Add the onions and mushrooms, sprinkle the garlic salt and pepper.
7. Sauté and stir until tender.
8. Remove the shallots from the oven and set aside.
9. Pour the wine, and over low heat simmer until the liquid has reduced by half.
10. Add butter, cream, and simmer again until the sauce becomes thick gravy.
11. Add cornstarch slurry if needed to thicken the sauce.
12. In a pot boil the Yukon potatoes until fork tender.
13. Season the filet mignon which is wrapped with bacon with salt, pepper and olive oil.
14. Place it on the grill and grill until desired doneness.
15. In another pot boil water and add the place the broccoli florets in a steamer, steam until soft.
16. Drain the potatoes and mash it along with shallots, butter, salt and pepper and milk.
17. On a serving plate place a spoonful of the sauce in the center of the plate.
18. Place the fillet mignon, pour the sauce on top and place the broccoli and mashed potatoes on the sides.
19. Serve the Filet Mignon with Mushroom Sauce hot.