Cut tenderloin into 1/2-inch medallions. Season both sides of the medallions with salt and pepper. In a hot pan, sear both sides of the beef medallions until medium rare.
Place a little arugula on the bottom halves of the buns. Top each with a beef medallion and a little horseradish. Heat consommé, then serve on the side as an au jus dipping sauce.
Makes: 4