Place tenderloin in a heavy-duty, zip-top plastic bag. Combine wine and next 8 ingredients; pour over tenderloin. Seal bag; marinate in refrigerator 8 hours, turning occasionally.
Remove tenderloin from marinade, reserving marinade. Place tenderloin on a rack in a shallow roasting pan. Insert meat thermometer into thickest portion of tenderloin.
Bake at 425° for 30 to 35 minutes or until meat thermometer registers 160°, basting occasionally with marinade. Let meat stand 10 minutes.
Combine mayonnaise and mustard, stirring well. Cut tenderloin into 1/4" slices and serve with mayonnaise mixture on cocktail rolls.