The zesty sauce, created in 1881 by Henry Bain, headwaiter of the Louisville Pendennis Club, is also great with grilled steak, pork, or chicken. Major Grey's chutney is a thick, chunky, spicy Indian condiment; look for it in the supermarket near the steak sauces.
2/3 cup no-salt-added ketchup
1/2 cup Major Grey's chutney
1/3 cup bottled chili sauce (such as Heinz)
1/4 cup steak sauce (such as A1)
1/4 cup low-sodium Worcestershire sauce
1/2 teaspoon hot sauce
4 cups hickory wood chips
2 cups water
1 (3 1/4-pound) beef tenderloin, trimmed
1 teaspoon freshly ground black pepper
1/2 teaspoon salt
How to Make It
To prepare sauce, combine the first 6 ingredients; cover and chill.
To prepare beef, soak wood chips in water 1 hour.
Remove grill rack; set aside. Prepare grill for indirect grilling, heating one side to medium-high and leaving one side with no heat.
Place half of wood chips on hot coals. Place a disposable aluminum foil pan on unheated side of grill. Pour 2 cups water in pan. Coat grill rack with cooking spray; place on grill.
Sprinkle beef evenly with pepper and salt. Place beef on grill rack over foil pan on unheated side. Close lid; cook 55 minutes or until a thermometer registers 135° or until desired degree of doneness. Add additional wood chips halfway through cooking time. Remove beef from grill. Cover lightly with foil; let stand 15 minutes. Cut beef across grain into thin slices. Serve with sauce.