For the spice rub: Stir together the paprika, cumin, mustard, fennel, salt and pepper in a small bowl and set aside.
For the yogurt sauce: Whisk together the yogurt, oregano clementine and lemon juices in a small bowl and season with salt and pepper.
Sprinkle each tenderloin liberally with the rub. Heat a grill or grill pan to high. Drizzle the lamb with the oil and grill until golden brown on both sides and cooked to medium-rare doness, about 2 minutes per side. Transfer to a cutting board and let rest 5 minutes before slicing.
Serve with the yogurt sauce.
Recipe courtesy Bobby Flay