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Step 1
Preheat your grill, pellet smoker, or oven to 450°F.
Step 2
Trim excess fat from the tenderloin and cut it into evenly sized pieces if your tenderloin tapers significantly. Two or three are usually enough to ensure even cooking. (If your tenderloin is equal thickness throughout you can skip this part.)
Step 3
Tie some bakers twine around each piece to keep it compact.
Step 4
Coat the tenderloin in the seasonings and place it on a rack over a baking sheet. Place it into your desired cooking device.
Step 5
Close the lid and cook for 15 minutes. Flip the tenderloin and close the lid for another 10 minutes.
Step 6
Turn the temperature down to 225°F. Leave the grill lid or oven door open for a minute or two to drop the temperature down.
Step 7
Close and let cook until the internal temperature is 5°F under your desired finished temperature (use the chart in the post). For medium-rare, we pull at 125°F.
Step 8
Let the roast rest for 10-15 minutes, tented in foil, until slicing.