Bring thawed filets to room temperature for 20 to 25 minutes, then pat dry with paper towel and liberally season with salt and pepper on all sides.

Add grapeseed oil to a medium-sized cast-iron pan and bring to medium-high heat.

Add filets to pan and sear for 3 minutes on one side.

Meanwhile, dissolve cornstarch in broth in small saucepan; bring to boil and cook until slightly thickened, about 1 minute.

Flip filets and cook for another 3 to 4 minutes for medium-rare (130 to 140 degrees Fahrenheit) doneness. Refer to Omaha Steaks cooking chart for different preferred doneness.

Remove filets from pan and allow to rest 6 to 7 minutes.

Stir thyme and bay leaf into broth mixture. Reduce heat to medium and cook until mixture is reduced to 1/2 cup, about 5 minutes.

Stir in wine and peppercorns; cook 3 minutes, stirring occasionally. Remove bay leaf and spoon sauce over steaks.