Remove the filet mignon steaks from the refrigerator and let them come to room temperature for 15 minutes.
Season both sides of the steaks evenly with kosher salt and freshly ground black pepper.
Heat olive oil and 1 tablespoon of butter in a large skillet over medium-high heat until hot and shimmering.
Add the filet mignon steaks to the skillet and sear for 4 minutes on each side for medium-rare, or until desired doneness is reached.
Remove the steaks from the skillet, transfer to a plate, and tent loosely with foil to keep warm.
Reduce the heat to medium and add the remaining 1 tablespoon of butter to the skillet.
Add the sliced cremini mushrooms, minced garlic, and chopped shallots to the skillet. Sauté for 5 minutes, stirring occasionally, until the mushrooms are browned and tender.
Pour in the dry white wine and cook for 2-3 minutes, scraping up any browned bits from the bottom of the skillet.
Add the beef broth and fresh thyme leaves, and simmer for 4-5 minutes until the liquid reduces by about half.
Stir in the heavy cream and cook for an additional 2 minutes until the sauce thickens slightly.
Return the filet mignon steaks to the skillet and spoon the mushroom sauce over them to warm through for 1-2 minutes.
Sprinkle with chopped fresh parsley before serving.