Pat the filet mignon dry with paper towels on a cutting board and set aside at room temperature for 20-30 minutes.
Pound one of the chicken thigh fillets between two sheets of baking paper with a kitchen mallet to make it thinner. Make sure to only use the smooth side of the mallet, or you’ll ruin the paper and chicken.
Lay some onion, capsicum, garlic, and butter slices on the inside of the flattened chicken thigh. If you want, you can sprinkle some mustard to give it a little more flavour.
Roll the chicken thigh and place it on a long piece of bacon rasher, then secure it with two toothpicks. Make sure to leave enough toothpicks sticking out so that people can see them and remove them before eating them.
Place the chicken in an oven baking dish lined with baking paper (this makes cleaning the baking dish much easier later).
On top of each, place a knob of butter. To keep it on top, I place it on a toothpick.
Fill the dish halfway with chicken stock, up to the halfway point of the chicken. When the chicken cooks in this manner, it is immersed in chicken stock, which keeps the chicken moist and succulent.
Bake in a moderately preheated oven, 180°C or 350°F, until the bacon on top golden brown and the chicken, is done thoroughly. This is determined by the thickness of your chicken mignons and their number in the baking dish.