Grilled Filet Mignon Stuffed with Foie Gras and Morel Sauce

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2 tablespoons butter

2 tablespoons minced shallots

1 pound fresh morel mushrooms, split in half and brushed clean

1 tablespoons minced garlic

2 cups red wine

1 cup veal stock or beef broth

2 tablespoons chopped fresh thyme

Salt and pepper, to taste

4 (8-ounce) filet mignon steaks, cut from the center of beef tender loin

4 (2-ounce) slices foie gras*

Olive oil

Salt and pepper