Warm the olive oil and garlic in a saucepan over low heat. Garlic burns easily. The oil should only be warm and not close to hot before adding the garlic. Allow to warm a couple of minutes without burning. Remove and allow to cool.
Once cool, add rosemary, thyme, salt, and pepper and stir. Coat filets with garlic herb mixture generously, leaving extra for basting while grilling.
While the steaks are soaking up the flavors, preheat grill to medium-high heat. Place filets on grill and sear each side for approximately 3 to 6 minutes or until desired doneness.