Preheat oven to 400 degrees F.
Heat a large (10-inch) cast-iron skillet or other heavy bottomed skillet over high heat for 5-7 minutes. Pat the filets dry with paper towels and brush all over with the canola oil. Combine the salt and cracked pepper on a small plate and roll the filets on the top, bottom, and sides in the seasoning, pressing lightly to coat.
When the skillet is very hot, add the filets and sear evenly on all sides (top, bottom, and sides) for about 2 minutes per side.
Transfer the steaks from the skillet to a sheet pan and place in the oven for 8-12 minutes, until the steaks register 120 degrees F on a meat thermometer for medium-rare. Remove from the oven, cover the pan with aluminum foil, and allow to rest for 10 minutes.
Meanwhile, heat the butter in the skillet that you seared the filets. Add the mushrooms and saute for 4-5 minutes, until they release their juices. Stir in the sherry and cook for 10-12 minutes, until the mushrooms are cooked through. Sprinkle with ½ tsp. salt and ⅓ tsp. pepper. Spoon the mushrooms into a small bowl and set aside.
Add olive oil to the skillet, then the shallots, and cook over medium heat for 2 minutes. Add brandy and stir to deglaze the skillet, and cook for 2 minutes, until the brandy evaporates and the shallots are tender. Stir in the cream and simmer for 4 to 5 minutes, until thickened. Stir in the Spicy Beer Mustard and taste for seasonings. If the sauce is too thick, add more cream.
Remove the strings from the filets and place on 4 warm dinner plates. Spoon the mustard sauce around the filets. Spoon the mushrooms on top of the filets and sprinkle each place with parsley. Serve hot.