The cuts of venison that become fillet mignon are not particularly large in a deer, even in the largest of bucks. Most are less than 18 inches in length and 1-1/2 - 2 inches in diameter in the center, tapering to points at the ends. Nonetheless, they're worth your best cooking efforts, being as lean, tender and tasty as fillet mignons from beef cattle.
These cuts are located inside the abdominal cavity of a deer carcass (not in the chest) on both sides of the spine. With care they are easily removed intact with a sharp, short-bladed knife. After wiping them clean with a damp cloth or paper towel, we cut them in half. Our deer camp charcoal grill is not long enough to accommodate intact fillets.
We then sprinkle them with McCormick's Montreal Steak seasoning (or other favorite seasonings) and place them on the grill. We brown them on all sides, removing them from the heat when the internal temperature of the thickest portions reaches 145 - 155 degrees, making them medium-rare to not quite medium. Always use a meat thermometer when grilling venison. It becomes dry and tough when cooked too long.
Just before serving, we cut our fillets into inch-thick steaks. I can taste them now. They're small, but oh so good!
Good Luck Hunting,
Doc
(This last year, I brought some Alder wood chips to deer camp to create a different smoke flavor for grilled food at camp. I used a combination of Alder, Hickory and Oak on porterhouse beef steaks the first night, after we had our big green wall tent set up. I used alder on fillet mignon of venison the first weekend, venison chops the second weekend, and venison brats mid-week -- from a buck from the previous season. Anyhow, alder smoke is a great compliment to venison. This summer I tested a wonderful spice for venison on my backyard grill/smoker. It is called, "Northwoods Fire" Seasoning from Penzeys Spices. I brought out my jar to double check the spelling, and am sniffing it as I write this. It has a wonderful combination of: salt, chipolte pepper (very smoky), Hungarian paprika, Tellicherry black pepper (my favorite type of pepper), garlic, rosemary, thyme, and cayenne. John Nordberg)