Melt two tablespoons of butter in a medium skillet and add the shallots.
Cook over medium heat for 4-5 minutes until the shallots are soft and beginning to turn golden.
Add the honey and lemon juice, and continue cooking until the shallots are very dark and caramelized.
Add the wine, and cook down until the mixture is syrupy, 3-4 minutes.
Remove from the heat, cover, and set aside.
Clean, trim, and slice the mushrooms. Melt the remaining 2 tablespoons butter in a skillet and add mushrooms, sautéing then until soft and fragrant.
Add a splash of Madeira (or port, or wine) and cook until it has reduced. Remove from the heat, cover, and set aside.
Using a mortar and pestle, coarsely crack the black peppercorns and spread them evenly on a plate.
Pat steaks dry with paper towels and press both sides of the filets into the peppercorns.
Then sprinkle both sides liberally with the herbes de Provence.
In a large skillet, heat the oil over high heat. When very hot - almost smoking - add the filets, reduce heat to medium-high and sear for 3-4 minutes on the first side, then about 3 minutes on the second side (for medium rare). NOTE: Your timing will depend on the thickness of your filets and your heat source. Using an instant read thermometer is the best way to ensure accuracy. (130°F for rare, 145°F for medium-rare, 160°F for medium, and 170°F for well done.)
While the steaks are searing, reheat the shallots and mushrooms.
To plate, divide the shallot mixture among four serving plates. Top with a steak, and then top the steak with a few mushroom slices and a sprinkling of chervil or parsley.