1. Prepare grill or heat oven to 425 degrees F.
2. Combine parsley, pepper, salt, thyme and oil in bowl. Rub mixture all over tenderloin.
3. Grill beef, turning occasionally, for 30 minutes. Or roast in 425 degrees F oven for 35 to 40 minutes, or until internal temperature reads 140 degrees F for medium-rare or until desired doneness. Let rest 10 minutes before slicing.Meanwhile, prepare Mustard Sauce:
4. Whisk together lemon juice, mustard, capers, parsley, salt and sugar in small bowl. Whisk in oil in a slow, steady stream until thickened. Serve with the tenderloin.