1. Have your butcher trim and discard the excess fat and silver skin from the tenderloin. Lay the tenderloin out with the smoothest side up. To insure a consistent thickness on the grill, fold the tail end of the tenderloin under itself to form an even thickness. Tie the tenderloin snugly with butcher’s twine at 2-inch intervals and secure the folded end with two strings. Lightly coat the roast with oil. Season the roast all over with the herb rub.
2. Prepare the grill for direct and indirect cooking (450F hot side; 250F warm side)
3. Brush the cooking grates clean. Sear the tenderloin over the hot side for about 20 minutes, turning a quarter turn once every 4-5 minutes. Then slide the roast over to the warm side, loosely cover it with foil and cook until it reaches your desired doneness, 20 to 30 minutes for medium rare (125° to 130°F), turning once. Remove from the grill, loosely tent with foil, and let rest for 10 minutes. The temperature will rise 5 to 10 degrees during this time.
4. Snip and remove all the twine from the roast. Cut the meat crosswise into 1/2- to 1-inch slices and arrange onto a serving platter. Garnish with fresh rosemary sprigs and serve warm with the sauce.
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