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Prepare marinade by combining the bourbon, brown
sugar, soy sauce,
cilantro, lemon juice, Worcestershire sauce, water,
and thyme in a
bowl. Make sure the tenderloin has been cleaned
and the tissues has
been removed. Fold the tail end of the beef back
underneath itself
so that it is of uniform thickness and secure with
butcher's string.
Place meat in a dish and pour marinade over meat,
cover, and
refrigerate for 4 to 6 hours, or up to overnight,
turning meat over
several times.
Preheat grill or oven to 350F. When grill is ready,
place meat on
oiled surface and reserve the liquid from the marinade.
Cook over
high heat with lid closed, turning meat often and
occasionally
basting with the marinade. Cook for approximately
25 minutes for
medium rare. Serve with horseradish cream on the
side.