In a small bowl mix the sour cream, horseradish, and mustard.
Allow the roast to stand at room temperature for 15 to 30 minutes before grilling.
Prepare the grill for direct and indirect cooking over medium heat (350° to 450°F).
Lightly brush or spray the roast with oil and season evenly with the salt and pepper. Brush the cooking grates clean. Sear the roast over direct medium heat, with the lid closed as much as possible, until well marked, about 15 minutes, turning a quarter turn every 3 to 4 minutes. Slide the roast over indirect medium heat and continue grilling, with the lid closed as much as possible, until cooked to your desired doneness, 15 to 20 minutes longer for medium rare, turning once. Remove from the grill and let rest for 5 to 10 minutes (the internal temperature will rise 5 to 10 degrees during this time). Cut into ⅛-inch slices.
Lightly brush the cut side of the baguette with oil and grill, cut side down, over direct medium heat until lightly toasted, about 30 seconds.
Spread the baguette with the sour cream mixture, layer with arugula and sliced tenderloin, then top with the grated cheese. Cut crosswise into individual sandwiches.
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