1 (1-pound) tenderloin, trimmed
1/4 cup chopped shallots
1/4 cup crumbled goat cheese
3 chopped walnuts, toasted
2 tsp. chopped fresh thyme
Salt and pepper to taste
Olive oil for cooking
Prepare grill to medium heat. Slice tenderloin lengthwise, cutting to, but not through, other side. Open halves, laying tenderloin flat.
Place tenderloin between 2 sheets of plastic wrap; pound to 1/2-inch thickness using a meat mallet or heavy skillet. Sprinkle shallots, cheese, walnuts, and thyme on tenderloin. Roll up, starting with long side; secure tenderloin at 1-inch intervals with twine.
Sprinkle with salt and black pepper. Place tenderloin on grill rack greased with oil. Grill until well-cooked. Remove from grill; lightly cover with foil. Let stand for 10 minutes; cut crosswise into slices and serve hot.