Help with a beef tenderloin

[harley309]

I have a grill dome smoker (like the BGE) and want to smoke a whole beef tenderloin for Christmas.  I have never tried this does anyone have any tips or ideas?  Thanks  

 

[woodcutter]

I've tried a few times but they seem hard to cook whole (because of the shape) on the grill. My family likes to slice them about into 1 1/2" pieces and wrap in bacon with a little au jus. They just are so easy to over cook.