Preheat oven to 450°. Season a the beef tenderloin with kosher salt and freshly ground pepper, wrap in about 1 lb. thinly sliced bacon, and roast until it registers 125° in middle of narrowest end on an instant-read thermometer, 25 to 30 minutes. Let rest 10 minutes, then slice thinly. Serve fanned out on a platter, sprinkled with a little more salt. Melts in your mouth.
Serve with horseradish cream if you like: Stir horseradish into sour cream. Stir in chopped chives.
Make ahead: Bacon-wrapped beef, up to 1 day; let come to room temperature -before cooking. Cooked beef, up to 1 day; let come to room temperature before serving.
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