I blend a mixture of Montreal Steak Seasoning and the plain old McCormick's broiled steak seasoning together..I take tenderloin "logs" about 8 inches long and coat the exterior with the mixture..patting it into the meat.
I then use a frying pan heated up, and add olive oil..a couple tablespoons..and after its nice and hot put the loin in, and turning it with tongs get the whole outside seared, so the spices are stuck to the outside.
Transfer to a plate, and take to your grill to finish it off medium..still pink inside, but HOT.
Slice, and enjoy. Don't do marinades that mask the great taste of venison.