Preheat oven to 500°F. Place tenderloin in a roasting pan; rub with oil, and sprinkle with pepper and salt. Tuck bottom end, or “tail,” underneath the tenderloin.

Place in oven, and immediately reduce heat to 400°F; roast tenderloin until a thermometer inserted in thickest portion registers 130°F for rare or 140°F for medium-rare, 20 to 25 minutes. Sprinkle with additional salt and pepper to taste. Let rest 10 minutes before slicing.

Serve hot or cold with Vidalia Onion-and-Vinegar Sauce. May be made ahead, wrapped in aluminum foil, and then reheated 15 minutes in a 350°F oven. (It is easiest to slice when cold.)