Using a small paring knife, cut eight very small slits in the tenderloin just wide enough to slide one clove of garlic into each slit.
Rub the meat with the oil then season with whole tenderloin with the seasoned salt, kosher salt, and pepper. Use 100% cotton kitchen string to tie the roast at 2-inch intervals for even cooking.
Arrange hot coals around a drip pan. Test for medium-high heat above the pan. Place tenderloin roast on a grill rack over the drip pan. Cover; grill for 1 to 1-1/4 hours or until an instant-read thermometer inserted into the thickest part of the roast reads 135°F for medium rare. Remove meat from the grill. Cover with foil and let stand for 15 minutes. Remove string; slice and serve.
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