I don't season it with anything. But I find that if I cook it about 75 degrees higher for the first 15 minutes and brown the outside, it will make a ton of juices for brown gravy.
What do you thicken your gravy with? I prefer corn starch.
I do use onion soup mix when I make a whole filet roast, though, because it's such a lean meat that it needs a little boost.