Cut the onion into rings and the fillet into medallions. Coat a baking dish with oil. Spread the onion rings in it.
Lightly salt the meat and wrap each with a slice of bacon. Brush the meat top and bottom with mustard and place on the onions. Cook in a preheated oven at 200 ° C (top / bottom heat) for about 40 minutes.
For the sauce, heat the cream with the cream cheese in a saucepan. Season to taste with salt and pepper. Pour the sauce over the meat 10 minutes before the end of the cooking time. Sprinkle the medallions with fresh parsley. Boiled potatoes taste good with it.