1 Coat The Tenderloin With Olive Oil, Then Sprinkle With Salt. Roll The Tenderloin In The Herbes De Provence And Set Aside At Room Temperature For 30 Minutes. 2 Prepare Your Grill For High Direct Heat On One Side, And Low Heat On Another Side. A Tenderloin Is Thick On One End And Thin On The Other. You Will Want To Cook The Thinner End On The Cooler Side Of The Grill While The Thicker End Is On The Hot Part O The Grill. 3 Grill The Tenderloin Until Until A Meat Thermometer Inserted Into The Center Of The Thickest Part Reads 140