Heat a medium cast-iron skillet over high heat until it starts to smoke slightly. Add 1 tablespoon olive oil to the pan. Sear the filets on both sides until browned, about 2 minutes per side. Transfer to a rimmed baking sheet fitted with a wire rack. Cook in the oven until desired doneness, about 7 minutes for medium rare.
Meanwhile, return the skillet to medium heat. Add the heavy cream, Worcestershire sauce, green peppercorns and bouillon cube. Bring to a simmer and let reduce by about half, about 2 minutes. Add the cognac and porcini powder and let reduce again for 1 minute.
Remove the beef from the oven and let rest for 5 minutes. Cut the filets across the grain into 2-inch pieces and top with the au poivre sauce, thyme sprigs and a pinch of coarse salt.