Preheat your oven to 400°F.
Season the filet mignon steaks with salt and pepper on both sides.
In an oven-safe skillet, heat the olive oil over medium-high heat. Sear the steaks for about 3-4 minutes on each side until browned.
Transfer the skillet to the preheated oven and cook for an additional 5-7 minutes for medium-rare, or until your desired doneness is reached.
Remove the steaks from the oven and let them rest for 5 minutes.
In the same skillet, melt the butter over medium heat. Add the minced garlic and sauté for about 1 minute until fragrant.
Add the shrimp and lobster meat, cooking until the shrimp turn pink, about 3-4 minutes.
Pour in the heavy cream and chicken broth, stirring to combine.
Add the Worcestershire sauce and simmer for about 5 minutes until the sauce thickens slightly. Season with salt and pepper to taste.
Slice the rested filet mignon and serve topped with the shrimp and lobster cream sauce. Garnish with fresh parsley.