Preheat the oven to 200°C (180°C fan, gas 6).
Sprinkle the beef fillets with olive oil.
Rub the beef fillets on all sides with the olive oil.
Season with salt and pepper.
Sprinkle with salt.
Wrap each fillet in bacon.
Tie with kitchen string to hold in place.
Add 1-2 tbsp oil to a hot, ovenproof pan.
Fry the fillets over a medium heat for 3-4 minutes on one side until browned.
Turn the fillets and fry for another 3-4 minutes. Cook for another 3-4 minutes, turning regularly, to brown the bacon.
Finish cooking in the oven on the middle shelf for 4-10 minutes, until cooked to your liking.
Remove the strings and serve.