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Bring beef to room temperature before you begin to cook.
Preheat oven to 375˚F. Preheat cast iron skillet over medium high heat.
Bake bacon on a slotted broiler pan to crisp, 15-18 minutes.
Meanwhile, coat meat with oil and season liberally with salt and coarse pepper. Brown filets 5-6 minutes in the skillet and transfer to the oven to finish, 5-6 minutes more for medium-rare to medium. Remove and let rest 5-10 minutes.
Combine sour cream with horseradish, chives, lemon juice, salt and pepper to taste.
Slice meat very thinly against the grain and serve on rolls topped with bacon, cress leaves and horseradish cream.