Coat grill rack with cooking spray; place on grill over medium-hot coals (350° to 400°). Insert meat thermometer into thickest part of one tenderloin, if desired. Place tenderloins on rack. Grill, covered, 25 to 30 minutes or until meat thermometer registers 160°, turning occasionally.
Combine milk and 1 tablespoon flour in a saucepan, stirring until smooth. Cook over medium heat, stirring constantly, until thickened. Stir in mustard and wine; remove from heat. Combine remaining 1 1/2 teaspoons flour and sour cream; add to milk mixture, stirring well. Stir in pepper. Serve with tenderloins. Garnish with rosemary, if desired.