I just cooked one on the BBQ on Sunday.

Rub with olive oil
Rub with Montreal Seasoning
Pre-heat grill to 400
I have a three burner grill. Place the meat on the center rack and grill all sides for two minutes.

Turn the heat off the center burner and turn the other two burners to their lowest level and place a thermometer in the center of the tenderloin.

Let it roast for 30 minutes or 130 degrees and remove from the grill.

Tent with foil and let sit for 15 minutes.

Start carving.