In a zipper-top quart-sized bag, combine the orange and lemon juices, soy sauce, honey, ginger, garlic, salt, and pepper. Add the filets and seal the bag, then marinate in the refrigerator for about 4 hours.
Preheat the oven to 425 F. Heat an oven-proof skillet over medium-high heat. Add the oil, and turn the pan so the oil coats the bottom of the pan. Sear the filets on all sides, about 6 minutes in all, watching to make sure they don’t get too brown from the sugar in the honey.
Transfer the pan to the oven (or if you are making a number of them, you might want to transfer them to a larger baking dish), and roast the filets for about 8 to 15 minutes (it depends on how long you seared them, and how thick the filets are), until the center reaches 120 F for rare, 130 F for medium. Remove the pan from the oven, transfer the filets to a cutting board, and let them sit for 10 minutes. Slice them as thinly or thickly as you like.
Notes
You can leave the filets in the marinade for up to 8 hours, but not longer, or the citrus in the marinade will tenderize them too much.