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1
If its still attached, cut away the side strip of meat from the fillet (save for a stir fry).
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2
Trim away most of the external fat and any of the underlying membrane, called the silver skin.
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3
To double-butterfly the fillet, place it on a cutting board with a short end toward you.
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4
Keeping your knife parallel to the board, make a cut along one long side of the roast, about two thirds of the way down from the top of the fillet, cutting to about 1 inch from the other side.
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5
(Do not cut all the way through.)
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6
Flip over the fillet and turn it around so the other short end is toward you.
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7
Repeat the cut on the uncut side, once again cutting along the long side of the roast, about two thirds of the way down from the top, stopping about 1 inch from the other side.
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8
Open both cuts so you have a large rectangle and turn the meat fat side down.
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9
Use the heel of your hand to press the fillet open into an even thickness.
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10
(Tenderloin is so tender that you wont need to pound it.)
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11
Cover the meat with a layer of prosciutto slices (its okay if the slices overlap).
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12
Spread the Parmigiano-Reggiano over the prosciutto to make an even layer, covering all of it except for a 1-inch border.
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13
Starting from a long side, roll up the meat jelly roll-style.
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14
Tie the roast at 2-inch intervals with butchers twine.
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15
Let it rest at room temperature for 1 hour.
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16
Preheat the oven to 450F.
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17
Lightly brush the roast all over with the olive oil.
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18
Combine all the herb rub ingredients in a small bowl, then coat the roast all over with the rub.
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19
Place the roast on a rack in a shallow roasting pan and roast for 25 minutes, or until an instant-read thermometer inserted in the center registers 110F to 115F for rare, 120F to 125F for medium-rare or 130F to 135F for medium.
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20
Remove from the oven, cover loosely with aluminum foil and let rest for 15 to 20 minutes before slicing.
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21
To serve, remove the twine and cut the roast into 1/ 2-inch-thick slices.