Place meat in a plastic bag set in a deep bowl. In bowl, mix oil, soy, Worcestershire, mustard, and pepper. Pour over meat; close bag. Marinate in refrigerator 4 to 6 hours; turn occasionally.
Drain meat, reserving marinade.
In covered grill, arrange medium-hot coals around a drip pan. Test for medium heat above pan. Place meat on grill rack directly over drip pan. (With gas grill, follow manufacturer's directions for indirect cooking.) Insert a meat thermometer into thickest portion of the tenderloin.
Grill 30 to 45 minutes or until thermometer registers 160 degree F. Brush with marinade twice. Discard marinade. Remove meat from grill. Cover with foil; let stand 15 minutes.
