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Step 1
Prepare beef: Trim off excess fat with a sharp knife. Fold thin tip end under to approximate the thickness of the rest of the roast. Tie with butcher's twine, then keep tying the roast with twine every 11/2 to 2 inches (to help the roast keep its shape). Snip silverskin with scissors to keep roast from bowing during cooking. Then, mix oil, garlic, rosemary, thyme, pepper and salt; rub over roast to coat. Set meat aside.
Step 2
Either build a charcoal fire in half the grill or turn all gas burners on high for 10 minutes. Lubricate grate with an oil-soaked rag using tongs. Place beef on hot rack and close lid; grill until well-seared, about 5 minutes. Turn meat and close lid; grill until well-seared on second side, another 5 minutes.
Step 3
Move meat to the charcoal grill's cool side, or turn off burner directly underneath the meat and turn remaining one or two burners (depending on grill style) to medium. Cook until a meat thermometer inserted in the thickest section registers 130 degrees for rosy pink, 45 to 60 minutes, depending on tenderloin size and grill. Let meat rest 15 minutes before carving.