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1
Preheat oven to 450u00b0.
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2
In a small bowl, mix together the salt, pepper, chili powder, garlic powder, and cayenne pepper; set aside.
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3
Cut away and discard all the excess sinews and white skin from the beef.
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4
Tuck the ends under so that the beef is of uniform diameter.
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5
Tie at 3-inch intervals with kitchen twine to hold the meat together.
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6
Massage the oil into meat; rub the salt mixture onto the beef.
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7
Fill a serving platter with hot water to heat; discard the water and dry when ready to use.
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8
Place tenderloin on a rack in a shallow roasting pan; transfer to the oven and roast for 25-35 minutes, until the internal temperature is 125u00b0 for rare, 135u00b0 for medium-rare, and 140u00b0 for medium.
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9
Make Roquefort-Mascarpone Sauce: melt butter in a small skillet; add in shallots; cook over low heat until the shallots are softened but not browned, about 3-4 minutes.
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10
Add in port and continue cooking until the liquid is reduced to half its original volume.
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11
Remove from heat and set aside to cool.
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12
Mix the mascarpone and roquefort together in a small bowl until well combined; add the shallots and port; mix well; add salt to taste.
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13
Remove beef from the oven when meat reaches the desired temperature, remove the twine, and transfer the meat to the serving platter.
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14
Pour the pan juices over the meat and then spread the Roquefort-Mascarpone Sauce over the beef.
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15
Cover meat with a tent made of foil; let stand for 15 minutes before serving.
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16
To serve, slice the meat about 1/2 inch thick; serve the slices of meat with some of the melted sauce drizzled on top; serve immediately.
