Combine the pepper, oil, lemon peel, salt and garlic; rub over tenderloin. Place on a greased rack in a foil-lined roasting pan. Bake, uncovered, at 400°F for 45-65 minutes or until beef reaches desired doneness (for medium-rare, a meat thermometer should read 145°F; medium, 160°F; well-done, 170°F. Cover and let stand for 10 minutes before slicing.
Sponsor recipe courtesy of Sam's Club