I buy whole beef tenderloins. They require trimming before cooking. You'll find "How To" videos on the Internet. It's not difficult.
Your knife—the sharper, the better.
As I trim, I separate the throw-away silver skin from the quality meat that makes excellent stir-fry, amazing stew or better than average beef stroganoff. I dice it as I trim it. The finished tenderloin will be ~2/3 of the original weight (estimate).
Trimmed
Seasoned
Smoke it as cool as possible until its internal temperature is ~20°F of your desired serving temperature.
Sear it on your direct zone or on your gasser. Sear it as fast as you can to keep from overcooking the middle.
Cover it in foil and let it rest for about 15 minutes or as long as you can tolerate. It'll continue cooking somewhat as the exterior heat from searing conducts to the middle. The nice part about the tenderloin is that it's tapered. The middle cuts will be rare, the thick end will be medium rare and the small end will be medium well. If that doesn't work for your guests then you can cut the tenderloin into three pieces and cook them to the desired doneness by monitoring each individual piece's internal temperature. (That isn't a dinner plate, it's a huge serving plate. That tenderloin is still about 18" long.)
Carved for serving.
