In a small saucepan, combine wine, thyme, shallots, and bay leaf.
Reduce wine over medium-high heat until 1 tablespoon liquid remains. It will be rather syrupy.
Remove from heat, stir in the prepared demi-glace, then strain into a clean small sauce pan. Set aside; it will thicken as it cools.
Heat oven to 500°. Season filets with salt and pepper. Heat oil in a cast iron skillet over medium-high heat.
Sear steaks, flipping once, until browned, 5-6 minutes total time. Transfer skillet to preheated oven; roast until steaks are medium rare, 5-6 minutes. Remove steaks from the pan onto a plate, and let rest.
Return sauce to medium heat. Whisk in butter.
Remove from heat; stir in parsley. Transfer steaks to cutting board; add juices from plate to sauce and stir.
Spoon 2 tablespoons sauce onto each of four plates. Slice steak into ¼-inch thick slices; divide among the four plates.
Sprinkle with chopped rosemary and thyme; drizzle each steak with an additional tablespoon sauce.