Rub the fillet with the oil, season with salt and pepper and, in a large roasting pan, roast in a preheated 550f oven for 23 minutes or until a meat thermometer registers 130f for medium rare. Transfer to a platter and let stand, loosely covered with foil, for 15 minutes. In a bowl, cream the butter and mustard. In a large saucepan, combine the shallot, wine, and tarragon and cook the mixture over mod-high heat until wine is reduced to about 1 cup. Add the cream and cornichons, reduce heat to low, and whisk in the mustard butter, a little at a time, with any meat juices that have accumulated on the platter. Season the sauce with salt and pepper and keep it warm, but do not boil. Slice the fillets and nap with sauce. A 1984 Gourmet Mag. Favorite.