Grill-Roasted Beef Tenderloin

Combine salt, pepper, oil, and baking soda in small bowl. Rub mixture evenly over roast and let stand while preparing grill.

Stack bacon slices. Keeping slices stacked, thread metal skewer through bacon 6 or 7 times to create accordion shape. Push stack together to compact into about 2-inch length.

FOR A CHARCOAL GRILL: Open bottom vent halfway. Light large chimney starter two-thirds filled with charcoal briquettes (4 quarts). When top coals are partially covered with ash, pour evenly over half of grill. Set cooking grate in place, cover, and open lid vent halfway. Heat grill until hot, about 5 minutes.

FOR A GAS GRILL: Turn all burners to high, cover, and heat grill until hot, about 15 minutes. Turn primary burner to medium and turn off other burner(s). (Adjust primary burner as necessary to maintain grill temperature of 300 degrees.)

Clean and oil cooking grate. Place roast on hotter side of grill and cook until lightly browned on all sides, about 12 minutes. Slide roast to cooler side of grill, arranging so roast is about 7 inches from heat source. Place skewered bacon on hotter side of grill. (For charcoal, place near center of grill, above edge of coals. For gas, place above heat diffuser of primary burner. Bacon should be 4 to 6 inches from roast and drippings should fall on coals or heat diffuser and produce steady stream of smoke and minimal flare-ups. If flare-ups are large or frequent, slide bacon skewer 1 inch toward roast.)

Cover and cook until beef registers 125 degrees, 50 minutes to 1 1/4 hours. Transfer roast to carving board, tent with aluminum foil, and let rest for 20 minutes. Discard twine and slice roast ½ inch thick. Serve.