1. In a medium saucepan, mix together Burgundy wine, oil, soy sauce, oyster sauce, garlic and oregano. Bring to a boil, and then remove from heat. Place in the refrigerator 1 hour, or until chilled.
2. Place filets in a dish, and cover with chilled marinade. Cover tightly with foil and refrigerate for at least 5 hours.
3. Preheat outdoor grill or pan to high heat and lightly oil. Cook, turning once.