Place grids at high level and preheat grill to medium high. Pat the filets dry and wrap a slice of bacon around the edge of each. Secure bacon with metal skewer, cotton kitchen string or toothpick. Rub coarse pepper onto each filet, and sprinkle with salt to taste.
Place filets on the grill for 4 to 5 minutes on each side, or until degree of doneness is achieved. Add sear marks.
Place filets on a cutting board, remove the string (or skewer) and slice filets. Place a rosemary sprig garnish on each steak. Serve with salad and vegetables.