Preheat the oven to 350 degrees F. Place the filet mignon in a bowl. Pour bourbon over steak and marinate for 1 hour. Remove the filet mignon from the bourbon and season with salt and pepper. Add the olive oil to a hot saute pan. Sear the filet mignon on all sides, about 1 minute per side. Place the meat in the oven and roast for 15 minutes or until medium rare. Remove the meat from the oven and allow to rest for 15 minutes. Slice the filet in half lengthwise. Slice each half into 18 thin slices so you have a total of 36 slices. In another saute pan over medium-low heat, melt the butter. Add the sliced white and red onions. Caramelize the onions until they are deep golden brown, about 25 minutes. Remove from the heat and cool. Slice the baguette into 36 1/4 to 1/2 inch thick slices. In a small bowl, combine the sour cream and the horseradish. Place a piece of filet mignon on each slice of bread. Top with some of the caramelized onions. Place a small amount of the horseradish sour cream on top of the onions. Garnish with parsley.