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Step 1
Trim and Truss Meat (your butcher can do this, and tie it): Remove fat and any silver skin from the meat. Fold the tail (tapered-end) under and use kitchen twine to tie the meat in 1-inch sections. (Depending on your pan size, you may want to cut the beef tenderloin in half, so you have two equal size pieces, to fit in a cast-iron skillet, Dutch-oven, roasting pan*, or on a baking sheet.)
Step 2
Air Chill Meat (Optional, but recommended): 10-24 hours before cooking, pat the meat dry with paper towels and season on all sides with kosher salt and black pepper. Place on a wire rack set over a lined baking sheet and allow to chill, uncovered, in the fridge for 10-24 hours. This simple step infuses flavor and will help yield a wonderful crust on the meat. If you don’t have time, skip this step.
Step 3
Make Herb Butter: Combine all ingredients and set aside until ready to use (can be made up to 2 weeks ahead, stored in the fridge).
Step 4
Make Horseradish Sauce: Mix the heavy cream with an electric hand mixer until it reaches soft peaks. In a separate bowl, mix remaining ingredients together. Gently fold in the whipped cream until incorporated and refrigerate 30 minutes, or a few days ahead.
Step 5
Prepare Beef Tenderloin: Remove roast from the fridge 1 to 2 hours before cooking, to allow meat to come to room temperature and cook evenly. If you did not air chill the meat, pat the meat with paper towels all over, then season on all sides with salt and pepper.
Step 6
Preheat oven to 425 degrees F.
Step 7
Sear Meat: Heat oil in a large cast-iron pan over medium-high heat. Once hot, add the prepared beef tenderloin, rotating it slowly to sear for a few minutes on each side, to create a golden-brown crust (about 10 minutes).
Step 8
Brush herb butter all over the meat.
Step 9
Oven: Transfer pan to the oven and roast, uncovered, for just 10-20 minutes, or until it reaches desired temperature: (Remove the meat about 5 degrees earlier than desired temperature, because it will continue to cook as it rests!)Rare: 115-120 degrees F (remove from oven around 110-115 degrees F)Medium rare 120-125 degrees (remove from oven when center is 115-120 degrees F)Medium 130-135F (remove from oven around 125-130 degrees F)
Step 10
Rest covered with aluminum foil, for 15-20 minutes before slicing and serving.
Step 11
Serve: Remove twine and slice crosswise into 1-inch-thick rounds. Serve with whipped horseradish on the side, for dipping.