In a mixing bowl, whisk together the sesame oil, lime juice, orange juice, grated ginger, sugar, soy sauce, and Worcestershire sauce until the sugar is dissolved and the mixture is well combined.
Pat the filet mignon dry and season it generously with salt and pepper. In a frying pan, heat the unsalted butter over medium-high heat until melted and bubbling. Add the filet mignon and sear for about 2-3 minutes on each side, or until a golden-brown crust forms.
Remove the filet mignon from the pan and let it cool for a few minutes. Slice the steak thinly against the grain and place the slices into the marinade. Allow it to marinate for at least 10 minutes.
While the beef is marinating, thinly slice the avocados and prepare the scallions and fried onions.
On a serving platter, arrange the marinated beef slices. Top with the sliced avocado, sprinkle with minced scallions, and finish with fried onions and coarse black pepper.
Serve immediately, either with toothpicks for easy eating or elegantly plated. Enjoy with a side of the remaining marinade for dipping!