I do a pretty good one on a charcoal kettle grill.
Place charcoal on one side; season the tenderloin with salt, pepper & if you wish garlic. Grill it directly over the coals 2-3 min on each of the 4 sides. Then move it to the other side of the grill off the direct heat and cover the grill, this will allow the slow smoking until the internal temps hits the 130-135 range or med-rare. Slice thin on an angle and serve in rolls.
Never tried to slow smoke one, it's pretty lean so without the internal fat not sure that would work.