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Step 1
Tie tenderloin every 2–3 inches, and then tie once around the length of the roast.
Step 2
Dry meat with paper towels and liberally salt.
Step 3
Set on a rack set into a baking sheet; refrigerate for at least 3 hours, but up to 18 hours (see Recipe Note #3)
Step 4
Remove roast from refrigerator a half hour to an hour before you plan to start cooking. Dry any accumulated moisture from the tenderloin with paper towels.
Step 5
Sprinkle liberally with black pepper. Let the roast sit at room temperature.
Step 6
Preheat oven to 400º F.
Step 7
Heat a 14-inch cast-iron skillet over medium-high. Add oil. When the oil begins to shimmer, add the roast. Sear 2 minutes each on three sides.
Step 8
Turn the fourth side down (see Recipe Note #4), insert a leave-in temperature probe into the thickest part of the roast, and place the skillet in the oven.
Step 9
Roast until the leave-in thermometer registers 10–12º F away from your final target temperature (see Recipe Note #5). Remove and rest for at least 20 minutes.
Step 10
While the tenderloin rests, make the sauce: Add shallots to the same hot skillet (do not clean or wipe out).
Step 11
Turn the heat to high; after 1 minute, add brandy; boil and reduce for 1 additional minute.
Step 12
Add crushed green peppercorns, beef broth, heavy cream, and Maggi seasoning sauce (if using). Reduce heat to medium-low and simmer for 5 minutes.
Step 13
Add the butter; stir until melted into the sauce.
Step 14
Slice the tenderloin into medallions; serve with the sauce spooned over the top.