Place a medium-sized saucepan over medium-low heat and sweat the onions in the duck fat or butter. When the onions are translucent, add the Old Bay and cook for one minute. Add the remaining ingredients and bring the mixture to a boil, stirring often. Reduce heat to low and simmer until the sauce is the consistency of ketchup. Cool to room temperature and store in the refrigerator. Sauce will keep for one month.

Assembly:
Season both sides of the filets with salt and pepper to taste. Grill over a medium-hot fire until medium-rare or to your preference. Brush with barbecue sauce the during the last two minutes of grilling and serve with whipped or roasted potatoes, your favorite summer vegetables and more barbecue sauce on the side.