1 Trim The Tenderloins Of Any Excess Fat And Silver Skin. Set In A Small Nonreactive Baking Dish. Combine The Orange Juice, Lemon Juice, Garlic, Shallots And Chilies In A Small Bowl And Stir Well. Pour Over The Tenderloins And Let Sit For 20 Minutes At Room Temperature. 2 Preheat Oven To 400