Combine first 6 ingredients in a shallow dish or heavy-duty zip-top plastic bag; add tenderloins. Cover or seal, and chill 8 hours.
Remove tenderloins from marinade, discarding marinade.
Grill tenderloins, covered with grill lid, over medium-high heat (350° to 400°) 20 minutes or until a meat thermometer inserted into thickest portion registers 160°, turning occasionally. Let stand 10 minutes before slicing. Serve with Red Wine Sauce, if desired.
Note: Tenderloins may be pan seared in a hot skillet to brown and then baked at 375° for 15 to 20 minutes.