I have not cooked a tenderloin on the pit yet, I guess since the prime rib roast have always come out soooooo good. I will have to go back deep into my recipe memory cause I cannot remember the exacts, but in the past always loved a mustard cream sauce with the previous tenderloins I cooked. If memory serves me right the main ingredients for the sauce were cream, mustard, shallots, garlic S and P and a touch of vinegar or lemon.