Rinse tenderloin with cold water and pat dry with paper towels. Tie with butcher string to hold together and give tenderloin a uniform thickness. Set aside.
Combine remaining ingredients and rub into tenderloin. Wrap in plastic wrap and refrigerate for 2 hours.
Set up grill for direct cooking over medium heat. Oil grill grate when ready to start cooking.
Remove tenderloin from refrigerator 30 minutes before grilling.
Grill until desired doneness, about 20 minutes for medium-rare (internal temperature of 145 degrees F on an instant-read thermometer), turning a quarter turn every 10 minutes. Remove from grill and let tenderloin rest 5 to 10 minutes.
Slice tenderloin in 1/2-inch slices. Serve immediately.
Recipe courtesy of Sandra Lee, 2007