Take the beef tenderloin out of the refrigerator 30 to 60 minutes before cooking to allow it to come to room temperature for even cooking. While the beef is resting, make the horseradish sauce by mixing the freshly grated horseradish, sour cream, Dijon mustard, and a pinch of salt in a small bowl. Set the sauce aside until ready to use. I find letting the beef come to room temperature really helps it cook more evenly.
Mix together the kosher salt, black pepper, granulated garlic, and dried oregano in a small bowl to create a dry rub. Lightly coat the tenderloin with canola oil, then evenly sprinkle the dry rub over all sides of the beef, pressing gently so it adheres. Set aside while you prepare to sear.
Heat a cast iron or heavy stainless steel skillet on high and add 1 tablespoon of canola oil. Once the oil is smoking, sear the beef tenderloin (prepared in Step 2), starting with the sides. After browning the sides, rotate to sear each end for about 90 seconds. Reduce the heat to maintain a skillet temperature around 440°F, rotating the beef every couple of minutes until all surfaces are nicely browned and the internal temperature reaches 130°F for medium-rare (about 8–12 minutes). Transfer the filet to a plate, tent with foil, and let rest for 10 minutes. Then, slice into 1/4-inch thick pieces.
While the beef is resting, preheat your broiler to high and position the oven rack 6 to 7 inches from the heating element. Arrange the baguette slices on a sided baking sheet and drizzle each slice with olive oil. Use a brush to evenly coat them. Lightly sprinkle with kosher salt and a little granulated garlic for extra flavor. Broil for 1 1/2 to 2 minutes, turning every 30 seconds, until the slices are lightly toasted and golden. Keep a close eye so they don’t burn. I like to sprinkle a touch of extra granulated garlic for a great aroma.
Keep the toasted baguette slices on the baking sheet. Spoon a portion of the horseradish sauce (from Step 1) onto each slice. Top with a slice of rested filet mignon (from Step 3), then sprinkle blue cheese crumbles over the beef. Finish each crostini with a garnish of chopped fresh parsley. Serve immediately while warm, or at room temperature for a more relaxed presentation.