Combine the pepper, oil, lemon peel, salt and garlic; rub over tenderloin.
Place on a greased rack in a foil-lined roasting pan.
Bake, uncovered, at 400 degrees F for 45-65 minutes or until beef reaches desired doneness (for medium-rare, a meat thermometer should read 145 degrees F; medium, 160 degrees F; well-done, 170 degrees F). Cover and let stand for 10 minutes before slicing.
note:
as you can see, we used beef tenderloin steaks, and cooked them on the bbq.
This was way too peppery... it kills the taste of the tenderloin completely.