Spice rubs, such as the red chile mixture used for the filets in this recipe, are a technique for marinating steaks using dry ingredients, which is why the steaks are left to sit for thirty minutes to absorb the flavors of the rub. If you want the flavors accentuated--and, in this case, the heat of the chile to thoroughly permeate the steaks -- you can let the filets marinate longer, refrigerated. Just remember to bring them to room temperature before grilling or the interior of the meat will be undercooked relative to the outside.
The spice rub pairs with the barbecue sauce very well, and you can use the sauce with other meats, including brisket and burgers. If you want to enhance or vary the flavor of the mashed potatoes, add a tablespoon of finely sliced fresh chives or minced cilantro, or substitute 1/4 cup of sour cream for an equal amount of milk.