Coarsely chop thyme, rosemary, bay ... red wine, Pickapeppa sauce (available at Spec's and specialty food stores), soy sauce and peppercorns in a ... cup oil. Add tenderloin, turning to coat. Refrigerate ... into 8 thick slices.
Remove meat from refrigerator and marinate one hour with soy sauce rubbed in. Remove any surplus ... Spread top of tenderloin generously with butter. Bake in ... immediately with Horseradish sauce.