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Sprinkle 2 tablespoons thyme, coarse salt and pepper
on baking
sheet. Roll tenderloin in spice mixture. Cover;
chill 3 hours.
Mix olive oil, capers, parsley, shallot and 1 tablespoon
thyme
in bowl. Season with salt and pepper. Let stand
1 hour.
Preheat oven to 400F. Heat vegetable oil in heavy
large skillet
over high heat. Add tenderloin; cook until brown
on all sides,
about 10 minutes. Transfer to baking sheet. Roast
until meat
thermometer inserted into center registers 125F.
for rare, about
12 minutes. Remove from oven and let stand 5 minutes.
Serve
tenderloin with salsa.