For the filet mignon: Remove the filet from the refrigerator 30 minutes before grilling. Heat a charcoal or gas grill to high for direct grilling.
For the fine herb goat cheese: Mash together the cheese, parsley, chives, tarragon, lavender and black pepper in a small bowl.
For the vinaigrette: Whisk together the honey, vinegar, mustard and salt and pepper to taste in a bowl until combined. Slowly whisk in the olive oil until emulsified.
Brush the filet mignon with the canola oil and sprinkle with salt. Press the pepper onto the entire surface.
Grill until golden brown and slightly charred on both sides and cooked to medium-rare doneness, about 6 minutes per side. Remove from the grill and let rest on a cutting board for 5 minutes before thinly slicing
Fill the lettuce leaves with a few thin slices of the filet, a small dollop of the goat cheese and a drizzle of the vinaigrette.