Preheat oven to 425°F.

Rub the beef tenderloin with olive oil and season with salt and pepper.

Place the beef in a roasting pan.

Roast for 30 to 40 minutes, or until meat reaches 130°F for rare or 140°F for medium-rare.

Remove the beef from the oven when it is 10 degrees shy of desired doneness.

Let the roast rest, loosely covered.

Add the finely chopped shallot to the roasting pan.

Heat the Drambuie in a small saucepan over low heat.

Pour the warmed Drambuie over the beef and ignite carefully using a long match.

Once the flame is extinguished, transfer the beef to a serving platter and keep warm.

Add the flour to the roasting pan and cook over medium heat, stirring constantly, for 1 minute.

Whisk in the beef broth, Dijon mustard, and Worcestershire sauce.

Bring the sauce to a boil, whisking until smooth.

Season the gravy to taste with salt and pepper.

Transfer the gravy to a gravy boat.

Slice the beef tenderloin.

Serve the sliced beef with the Drambuie sauce.