Preheat the oven to 400°F. Place the steaks on a small rimmed baking sheet. Drizzle with the vegetable oil and season both sides with salt and pepper. Roast for 15 to 18 minutes, until a meat thermometer inserted into the center of the meat registers 125°F. Remove from the oven and transfer the meat to a cutting board. Tent with aluminum foil and let rest for 10 minutes.
Combine the egg yolks and adobo sauce in a blender and mix for about 30 seconds, until well combined. Slowly add the warm melted butter and blend until the sauce thickens. Season with lemon juice, salt, and pepper, to taste. Transfer the sauce to the top of a double boiler placed over warm water until ready to use.
Meanwhile, melt the butter in a medium skillet over medium-low heat. Add the onion and bell peppers, season with salt and pepper, and cook for 5 to 6 minutes, until softened. Whisk together the eggs and milk and season with salt and pepper. Add to the pan and cook for 4 to 5 minutes, folding gently with a rubber spatula, until soft curds form. Remove from the heat and stir in the cheese and cilantro.
To assemble, slice each beef tenderloin fillet in half horizontally. Place one slice of beef over each half of an English muffin. Top each with a spoonful of migas and some warm hollandaise. Serve immediately.