noodle: first, i do grill my tenderloins...actually I smoke them. That said, my general advice would be:
1. Marinade overnight. I usually make a marinade that involves something like chicken or beef broth, some tasty alcohols (bourbon, whiskey, wine, etc), various spices for your particular tastes.
2. I'd cook it around 300 F, or maybe as low as 250 F, and I would baste it while cooking every 30 mins with the marinade to help it stay juicy. I'd probably pan sear it prior to the oven for about 5 min on each side. When the internal temp hits about 150 - 160 F, pull it out and wrap it in tin-foil for 30 min to an hour.
I'm adopting my technique for the oven, but I just made one last weekend that had people drooling. Remember that the tenderloin is a pretty lean cut of meat, so I'd stay low on the oven temp and let it take a little longer...maybe 1/2 hr or so a lb. You don't want it to dry out.
Good luck.
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