Season both sides of the filet mignon generously with salt and pepper. In a large heavy, ovenproof skillet, heat the olive oil over medium-high heat until almost smoking. Place the steaks in the hot pan and cook until well seared on one side, about 3 minutes. Turn the steaks over; there should be a nice crust on top. Then transfer the pan to the oven. Roast for 10 to 12 minutes until the steaks are cooked medium-rare (add 4 more minutes for medium).
On a sheet tray lay out bread cubes and drizzle with extra-virgin olive oil. Season with salt and pepper, then bake in oven for 10 minutes or until nice and golden brown. Shake tray occasionally to toss croutons and ensure they get a nice even color all over. Set aside.
In a separate pan lay the bacon out flat and fry over medium heat until crispy. Slice the tomatoes into wedges and drizzle with a little olive oil, salt and freshly ground black pepper. Cut the romaine hearts in half down the middle and set aside.
Make the blue cheese dressing. Combine the mayonnaise, sour cream, lemon juice, blue cheese and chives in a large mixing bowl and stir with a whisk until everything is combined. The dressing should remain slightly chunky from the blue cheese -- this dressing can also be made ahead of time and refrigerated.
To assemble, smear blue cheese dressing on a platter. Place two halves of romaine hearts crossed over each other next to it. Arrange 5 or 6 tomato wedges around the lettuce then finish with crispy crumbled bacon strips. Sprinkle with croutons and set the filet on the plate next to the salad. Add a generous dollop of creamy blue cheese dressing and garnish all over with chopped chives.