Working the length of the tenderloin, cut into the beef about 1 inch and roll it outward as you continue to cut it open; the beef should end up about 9 by 12 to 14 inches and a mallet can help even it out if it's not perfect. Season the meat with salt and pepper.
Pulse-process garlic, parsley, sage, nuts and zest into a fine mixture, spread it across the meat and top with cheese. Roll meat tightly, forming a long loaf, then secure firmly with twine with ¾ to 1 inch spacing. Season the meat again on the outside of the roll and refrigerate overnight.
Take meat out of fridge 30 minutes before cooking.
Preheat oven to 425°F, with rack at center.
Spray meat lightly with oil and roast 20 minutes until brown. Reduce heat to 325°F and cook until 135°F on a thermometer. Let rest 10 to 15 minutes, then carve.
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