To make the butter, preheat oven to 400º. Place the head of garlic on a square of foil and drizzle with olive oil. Wrap tightly and bake for 30-35 minutes, or until the cloves feel soft to the touch. Remove from oven and allow to cool. Press each clove into a small mixing bowl and smash with a fork. Add the butter, minced garlic, parsley and black pepper and stir to combine. Using a rubber spatula, scrape butter onto a sheet of plastic wrap. Roll into a log, then twist the ends closed. Refrigerate until just firm enough to slice. (You can leave the butter at room temperature if you’re spreading it on bread. I just wanted it to be cold enough so as not to melt as soon as I put it on my steak.)

To make the steaks, adjust oven rack to the lower-middle position and place a rimmed baking sheet on the rack. Preheat oven to 450º. Wrap 1 slice of bacon around each filet, overlap the ends and secure with a toothpick. Place a large, heavy-bottomed skillet (we recommend a cast iron one) over high heat. While skillet is heating, rub each side of the steaks with ½ teaspoon of oil and sprinkle with salt and pepper to taste. Place the steaks in the hot skillet and cook, without moving, for about 3 minutes or until they are well browned and a crust has formed. Using tongs, turn the steaks and cook for another 3 minutes, or until a crust has formed on the second side. Use the tongs to turn the steaks on their sides to slightly crisp the bacon all the way around.

Using tongs, transfer the steaks to the heated baking sheet. Cook in the oven for 4-6 minutes for rare, 6-8 minutes for medium rare and 8-10 minutes for medium. When steaks have reach desired doneness, transfer to a plate and tent with foil. Allow to rest for 5 minutes before serving.

To serve the steaks, place on a plate and top with a slice of the roasted garlic compound butter.