Since beef tenderloin doesn't have much fat, it can easily become dry and overcooked. For tender slices, don't cook past a meat thermometer registering 130° in the center.
Preheat oven to 500°. Stir together kosher salt and next 6 ingredients. Rub tenderloin evenly with olive oil. Sprinkle salt mixture over tenderloin, pressing to adhere. Cover and let stand at room temperature 30 minutes. Place tenderloin on a lightly greased (with cooking spray) rack in a roasting pan.
Bake at 500° for 15 minutes; reduce oven temperature to 375°, and bake 25 to 30 minutes or until a meat thermometer inserted in thickest portion registers 130° (for medium-rare) or to desired degree of doneness. Remove from oven; let stand 10 minutes before slicing. Serve with Mustard-Cream Sauce.