While the sauce is simmering, preheat your oven to 400 degrees F.
Pat your steaks dry with a paper towel and season both sides of each filet mignon generously with salt and pepper. Wrap a piece of bacon around the sides of each steak and secure with toothpicks or butcher's twine.
Using a heavy, ovenproof skillet, heat the vegetable oil over medium-high heat, for about 2 minutes. Place the steaks in the hot pan and cook until well seared on one side, for about 3 minutes. Turn the steaks over to sear the other side and immediately transfer the skillet to the oven to finish cooking for about 7 to 8 minutes or until your steaks have reached the desired internal temperature*.
While the filets are in the oven, using a large non-stick skillet, heat the olive oil over medium-high heat. After a minute to two, add the sliced mushrooms, garlic and rosemary and cook until the mushrooms are soft, for about 5 to 6 minutes. Set aside.
After your steaks have reached the desired internal temperature, remove from the oven. Take the steaks out of the skillet, move to a plate and cover well in order to keep warm.
Return the skillet to the stove over medium-high heat. Deglaze with the Pinot Noir wine, scraping up all the browned bits. Mix in a few tablespoons of the beef demi-glace, stirring to combine. Add the steaks and mushrooms to the pan and coat in the pan sauce. Finish with a tablespoon of butter on top of the steaks (if desired). To plate: serve the steaks on a bed of the mushrooms and pour a little of the pinot noir sauce over the steaks. Serve immediately.