Insert a meat thermometer into thickest part of 1 tenderloin, if desired. Place tenderloins on grill rack coated with cooking spray. Grill, covered, 25 to 30 minutes or until meat thermometer registers 160°, turning occasionally.
Combine milk and flour in a saucepan, stirring until smooth. Cook over medium heat, stirring constantly, until thickened. Stir in mustard and wine; remove from heat. Stir in sour cream and pepper.
Cut tenderloins into 1/4-inch-thick slices, and serve with cream sauce. Garnish with rosemary sprigs and serve with grilled vegetables, if desired.