Mix bread crumbs, bacon bits, horseradish, garlic, spices and butter together very well.
Roll out crust between 2 pieces of plastic wrap or aluminum foil to about 1/8" thick. Freeze at least 20 minutes.
Turn broiler on high.
Cut frozen crust into pieces that are approximately the same size as the beef.
Grill filet over high heat until internal temperature is about 10 degrees less than you prefer them done. Or broil filet for 4-6 minutes on high. Internal temperature should be about 85°F. Flip filets over.
Top beef with the crust and broil until browned. Just about 5-8 minutes. Watch them carefully so they do not burn. Let rest 5 minutes before slicing.
Cooking times will vary, depending on size of filets.Important to let beef come to room temperature for at least 20 minutes.Important to let meat rest 5 minutes before slicing.Leftovers can be refrigerated for 3-4 days.Reheat in oven, until hot.Do not refreeze.Crust can be frozen for up to 6 months.