Preheat the oven to 450 degrees F.
For the tarragon hollandaise: Add the egg yolks to a blender or a food processor and blend. Add the lemon juice and blend for several seconds. With the blender on, slowly drizzle in the melted butter. Turn off the blender, add in a little salt and cayenne and whip it again until combined. Add the chopped tarragon and pulse. Set aside.
For the steak: Generously salt and pepper both sides of the steaks.
Heat an ovenproof skillet over medium-high heat. Add the butter and olive oil. When the butter melts, add the steaks to the skillet and sear on both sides until a really nice color, about 1 minute per side.
Place the skillet in the oven to finish cooking the steaks. Cook until medium rare, 4 to 5 minutes. Cover loosely in foil and allow to rest for 5 minutes.
For the roasted asparagus: Put the asparagus on a baking sheet, drizzle over the olive oil and sprinkle on some salt and pepper. Roast for 5 to 10 minutes.
For the shrimp: Melt the butter in a pan over medium-high heat. Add the shrimp and saute until pink and dark golden brown. Sprinkle on some salt and pepper. Set aside.
Place each filet steak on a plate and place three to four asparagus spears on top. Pile on some sauteed shrimp and drizzle on some hollandaise Sprinkle on the parsley and serve.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.