Peel the turnips, wash and wipe dry. Use a small round sharp spoon to hollow out small balls of turnips, the size of large olives. Pit the olives and blanch them for 2 minutes. Drain and keep aside. Slowly cook the filets mignons with the goose fat in a casserole. Salt and pepper. After 45 minutes, they should be cooked through and remain tender. Meanwhile, blanch the turnips. Melt the butter in a high-sided frying pan. When hot, put in the turnips, brown slowly. When they start turning golden, sprinkle with the sugar and brown and caramelize over a moderate heat, shaking the pan from time to time. When the filets are cooked through, put them onto a dish and keep warm. Put the finely sliced shallots into the casserole and deglaze with the vermouth. Add the Roquefort cheese, mashed with a fork, and the olives. Pepper. Reduce slowly. Add the cream and the turnips one minute before you serve. Taste and adjust the seasoning. Cut the meat into pieces and arrange on the serving dish, surrounded with turnips and olives. Serve the sauce in a gravy boat.
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2 lbs to 2 2/3 lbs pork filets mignons (slices from the small end of the tenderloin)