Well it's a challenge since you're mixing techniques. MOST steaks are better off grilled to get that good crust.
You could smoke it for a while then crust the outside. Just do a search on "smoke steak" and you'll get some great ideas.
If you do that, without sauce, it won't be Chateaubriand, but you knew that.
quote:
The Chateaubriand steak is a thick cut from the tenderloin, which, according to Larousse Gastronomique, was created by his personal chef, Montmireil, for vicomte François-René de Châteaubriand, (1768–1848), the author and diplomat who served Napoleon as an ambassador and Louis XVIII as Secretary of State for two years[citation needed]. This cut is usually only offered as a serving for two, as there is only enough meat in the center of the average fillet for two portions. A Chateaubriand is grilled "barded", which means that it is cooked with a strip of bacon or lard around it to keep it moist. It is served medium-rare, never well done, with a sauce.