Trim and remove all silver skin and big deposits of fat from tenderloin.

Cut tenderloin into 2-3 equal pieces, making sure each piece is of uniform thickness and sprinkle over the entire surface of the roast with kosher salt.

Place on a rack set over large rimmed baking sheet and refrigerate uncovered 24 hours and up to 36 hours. You could do this the same day you cook your roast, but the longer it sits this way, the crispier the crust will be.

Let beef rest, covered with foil or plastic wrap, at room temperature 1 hour prior to grilling.

Rub meat with olive oil and season with black pepper.

Preheat your grill. Set burners to medium heat.

Grill the tenderloin, place the tenderloin on the grill over 275º-300ºF heat and cook until it is mostly done, medium-rare, 130ºF for medium rare and 135ºF for medium. Then place meat directly on the coals to sear the meat on each side.

Tenderloin can also be cooked in the oven: Preheat oven to 450º F. Place the meat on a roasting rack or in a roasting pan and place in oven. Roast the meat 10 minutes on high then reduce heat to 350º F and cook 20-30 minutes more, or until internal temperature reaches 135º-140º F for medium-rare and 140º-145º F for medium.

Remove meat from oven and let rest 10 minutes before serving.