Cabernet Sauvignon gives depth and peppercorns give bite to this robust dish. You might want to use a bigger-bodied Cabernet or Zinfandel, which will reduce to a fine red wine sauce for the beef tenderloin.
Trim fat from tenderloin; fold under 3 inches of small end. Tie tenderloin with string at 2-inch intervals. Combine wine and next 6 ingredients in large zip-top heavy-duty plastic bag. Add tenderloin to bag, and seal. Marinate in refrigerator 2 hours, turning occasionally.
Remove tenderloin from bag, reserving marinade. Strain marinade; discard solids, and set marinade aside. Coat a large Dutch oven with cooking spray; place over medium-high heat until hot. Add tenderloin, and cook 2 minutes on all sides or until browned.
Place tenderloin on rack coated with cooking spray; place rack in roasting pan. Insert thermometer into thickest portion of tenderloin. Bake at 400° for 30 minutes or until thermometer registers 140° (rare) to 160° (medium).
Place tenderloin on a serving platter; cover with aluminum foil. Let stand 10 minutes. Remove string before slicing.
Place cornstarch in a bowl. Gradually add the 1/4 cup reserved marinade, blending with a wire whisk; set aside. Place remaining reserved marinade in Dutch oven. Bring to a boil, and cook 2 minutes. Add cornstarch mixture to pan; bring to a boil, and cook 1 minute or until slightly thickened, stirring constantly. Serve the sauce with tenderloin.