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.
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