First, roast the bones for the Madeira sauce together with the mirepoix until brown. Add the tomato paste and continue roasting for 1 minute. Pour in the Madeira and simmer for at least 3 hours. Then strain and reduce to 4 dl. Meanwhile, pierce the sides of the tournedos with a narrow, sharp knife and expand them into a pocket by moving them in an arc.
The puncture should remain as small as possible! Put a little cognac in each pocket, then fill the pockets with foie gras. Wrap the bacon slices around the side of the meat to close the incision.
Secure the bacon with thin steel wire or twine. Grill the tournedos medium. Remove the twine. Arrange the meat on hot plates and cover with the sauce – lightly bound with flour butter and seasoned if necessary.
Serve with fine vegetables – broccoli, green asparagus or celery, crisply steamed – and pommes pont-neuf.