Preheat oven to 350 degrees. Line a baking dish with aluminum foil.
Season beef tenderloin with fine sea salt and freshly ground pepper. Set aside at room temperture while preparing other ingredients.
In a medium bowl, whisk together mayonnaise through Old Bay. Gently fold in lump crab meat. Place in refrigerator until ready to use.
Heat olive oil in a large cast iron skillet. When smoking, add seasoned beef tenderloin. Depending on preference, sear for 2-5 minutes on each side. Remember, the steak will continue cooking in the oven, so you want it to be under cooked, just nicely seared on the outside. If you like your steak well done, cook for longer.
Remove steak and place onto prepared baking dish. Top each generously with crab imperial mixture. Place in the hot oven for 12-14 minutes, or until crab imperial starts to brown lightly.
Remove and spoon clarified butter over each filet mignon. Top with parsley and serve with lemon wedges, if desired.
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