Take the filet out of the refrigerator 30 to 60 minutes before cooking.
Mix the horseradish sauce ingredients in a small bowl and set aside.
Mix together the dry rub ingredients. Apply a light coating of olive oil on the filet and sprinkle the dry rub on all sides of the meat.
Using a cast iron or heavy stainless steel skillet, add 1 tablespoon olive oil and place on high heat. Once the oil is smoking, start searing the beef starting with the sides. Lower the heat and try to maintain about 450°F. Sear each side for around 90 seconds to get some nice browning. Keep turning the meat to the remaining sides. Once the sides are browned, turn the meat to the first end and sear about 90 seconds, then turn to the final un-browned end. Keep rotating the meat with tongs until the internal temperature is 130° when measured with an instant read thermometer. This will take 8 to 12 minutes depending on the temperature of the skillet. Remove the filet from the heat and rest for 10 minutes tented with foil. Then slice into 1/4" pieces.
Turn on your broiler on high and place the rack 6 to 7 inches from the heating element or flame. Place the sliced baguette onto a small, sided baking sheet and drizzle with olive oil then brush to coat. Next sprinkle the bread with a very small amount of kosher salt and granulated garlic. Place the sheet under the broiler to toast the bread, turning every 30 seconds or so to brown evenly. Keep a close eye on this and remove the pan from the oven when slightly toasted, 1 1/2 to 2 minutes.
Keep the toasted baguettes in the baking sheet and spoon the horseradish sauce on each slice. Place a slice of filet on each, then sprinkle with crumbled blue cheese. Garnish with chopped parsley. Serve warm or at room temperature.