Combine the olive oil, soy sauce, garlic, lemon zest, parsley, chives, salt and pepper in a bowl. Whisk together to combine. Divide the marinade into two plastic bags. Place the shrimp in one bag and the filet mignon in the other. Marinate the shrimp and steak for 10 – 15 minutes.
While the shrimp and steak are marinating, preheat your grill or grill pan over medium – low heat.
Grill the filet mignon 3 – 5 minutes a side. Let the steak rest 5 – 10 minutes before slicing. Grill the shrimp 2 – 3 minutes a side and serve.