In a medium bowl, mix softened unsalted butter with minced parsley and a pinch of salt until fully blended. Spoon the mixture onto parchment paper and roll into a log. Chill in the refrigerator for about 30 minutes.

Allow filet mignon to come to room temperature for 20-30 minutes. Pat dry, drizzle with olive oil, and season both sides with salt, pepper, and fresh rosemary.

Preheat air fryer to 400°F (200°C). Cook seasoned filet mignon in the air fryer for 12-15 minutes, flipping halfway through. Use a meat thermometer to check for an internal temperature of 125-135°F.

Remove filet mignon and let it rest for about 5 minutes. Slice chilled herb compound butter and place on top of each warm steak before serving.