This is an amazing dish that makes you look like a champ. But you're going to spend some money to do it. If you like the flavor and texture of filet mignon, then you'll love a beef tenderloin. This makes for a great dinner party dish, as it's easier to get every piece of meat at the right temperature than it would be if you were grilling 10 different steaks. To me, a filet steak does not need a sauce, but a beef tenderloin does - chimichurri, horseradish, peppercorn, or something else you love.
Tie up Roast with Twine. It should be fine, but tying it ensures it will be a beautiful presentation.
Make Marinade with remaining ingredients. Place meat and marinade in a Turkey Bag and marinate for at least six hours.
Preheat to 400 degrees. I use a Big Green Egg Smoker with indirect heat at the same temperature. An oven works well too. You don't need many wood chips here for the egg. I love pecan wood for this recipe.
Sear the meat on high heat on a grill or griddle large enough for the roast. Five minutes on each side.
Place in the Big Green Egg or in the oven. Insert meat thermometer. Close and take out when the internal temperature reaches 130 (medium rare). It should take around 45-50 minutes.
Let sit for at least ten minutes, and up to twenty, then slice and serve.