Make marinade: In a large jar with a tight-fitting lid combine marinade ingredients with salt and pepper to taste and shake until combined well.
In a large resealable plastic bag combine fillet with marinade and seal bag, pressing out as much air as possible. Turn bag several times to coat fillet with marinade and put in a shallow dish or bowl. Marinate fillet, chilled, turning bag every few hours, at least 8 hours or overnight. Let fillet stand at room temperature 30 minutes before grilling.
Prepare grill. Grill fillet on an oiled rack set about 5 to 6 inches over glowing coals, turning every 5 minutes to evenly sear all sides, until it registers 130 to 135 degrees on a meat thermometer, about 25 to 30 minutes, for medium-rare. (Alternatively, fillet may be roasted in an oiled roasting pan in a preheated 500 degree oven approximately the same amount of time). Transfer fillet to a cutting board and let stand 10 minutes. Slice fillet and serve with vinaigrette.
Recipe courtesy of Gourmet Magazine