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Remove any white membrane surrounding tenderloin. Tie tenderloin with string, if necessary, to hold pieces of meat together.
Place tenderloin in a shallow dish. Combine wine, oil, and Worcestershire sauce; mix well. Add thyme and remaining ingredients, mixing well. Pour over tenderloin, and cover tightly.
Refrigerate 8 hours, turning meat occasionally.
Remove tenderloin, reserving marinade. Place on a rack in a roasting pan; insert meat thermometer.
Bake at 425° F. for 30 minutes or until thermometer registers 160 degrees F. (medium), basting occasionally with marinade.
Allow meat to stand 10 minutes. Slice thinly with an electric knife. Serve
with party rolls, mustard, and mayonnaise.