Combine first 4 ingredients, stirring well. Shape into 4 (2-inch) rounds on a wax paper-lined baking sheet; cover and refrigerate 1 hour or until firm.
Place beef tenderloin fillets on a rack in a broiler pan.
Broil 6 inches from heat (with electric oven door partially open) 6 minutes. Turn fillets over, and top each with a butter round.
Broil 6 to 7 minutes or until a meat thermometer registers 145° (rare), 160° (medium), or to desired degree of doneness. Turn fillets over, and transfer to a serving platter; top with remaining butter rounds.