° This recipe assumes that you will be buying a whole, untrimmed beef tenderloin, which is available in Cyrovac packages at large supermarkets and wholesale clubs. Even though you will trim the beef yourself, there will still be a fair amount of waste--a whole tenderloin weighing 6 pounds trims down to about 3 1/2 pounds, plus about 3/4 pound of meat culled from the trimmings. Some cooks leave the disproportionately large clod of meat attached to the thinner main muscle, but I prefer to trim the clod off and save it for another meal (it's great chunked into kebabs or cut into strips for a stir-fry). Of course, you can buy a 3 1/2 to 4-pound trimmed tenderloin, if you prefer. Some price clubs now cut their tenderloins in half vertically, making two smaller roasts. If this happens, trim and tie both roasts, then roast them for about 25 minutes, or until 125°F.
One 6-pound beef tenderloin, untrimmed
Fold the thin ends of the tenderloin underneath so the tenderloin is the same thickness throughout its length, and tie with kitchen string. Tie the roast crosswise at 2- to 3-inch intervals.
To make the marinade: Whisk all of the ingredients in a large bowl to combine. Immerse the tenderloin in the marinade. Cover and refrigerate for at least to 2 hours and up to 4 hours. Drain the tenderloin and let stand at room temperature for 1 hour before serving.
Position a rack in the center of the oven and preheat to 425°F. Rub the tenderloin with oil and season with the salt and pepper. Place in a large roasting pan (no need to use a roasting rack). Roast until an instant-read thermometer inserted in the center of the roast reads 120° to 125°F for medium-rare meat (the internal temperature of the meat will continue to rise about 10°F outside of the oven), about 35 minutes.
If serving hot, let stand for 10 to 15 minutes before carving. If serving at a buffet, cool for at least 30 minutes, then carve and serve within 2 hours. Or cool completely, wrap tightly in foil, and refrigerate for up to 2 days before carving and serving at room temperature.
2. Melt the remaining 8 tablespoons butter in the saucepan over medium-low heat. Whisk in the flour (a roux whisk works best). Reduce the heat to low. Let the roux bubble and froth until for 5 minutes. It may deepen slightly in color to a very light beige--don't worry if this happens. Remove from the heat and cool until the roux stops bubbling, about 1 minute.
3. Whisk the hot stock, Madeira, tomato paste, thyme, and parsley into the roux. Return to the stove and bring to a boil over medium heat, whisking often. Return the vegetables to the pot. Reduce the heat to very low. Move the saucepan to one side of the burner. (This makes directs the heat to one area of the saucepan and makes the sauce easier to skim.) Cook the sauce uncovered at a low simmer, occasionally skimming off the white froth and film that will form on the top of the sauce with a large spoon, until the sauce has reduced to about 4 cups, about 1 1/2 hours.
4. Meanwhile, to prepare the mushrooms, place the coarsely chopped caps in a food processor. Pulse the mushrooms until they are very finely chopped; each piece should be less than 1/4-inch square. You can also chop the mushrooms by hand with a large sharp knife. Melt the 2 tablespoons butter in a medium skillet over medium heat. Stir in the mushrooms. Cook uncovered, stirring often, until the mushroom juices are completely evaporated, and the mushrooms are tender and quite dry, about 12 minutes. Add the shallots and cook until they soften, about 1 minute.
5. Remove the sauce from the heat. Season the sauce with salt and pepper. Strain the sauce through a fine wire sieve to remove any remaining froth and film. Stir in the mushrooms. Use the sauce immediately or store it. To store the sauce for up to 2 hours, dot the surface of the sauce with 1 tablespoon unsalted butter, chilled and cut into very small cubes. As the butter melts, it will stop a skin from forming on the sauce. To store the sauce for up to 1 day, transfer the sauce to a covered container, dot with butter, cool completely, and refrigerate. To use, reheat the sauce very slowly over low heat, stirring often. The sauce can also be frozen for up to 1 month.