Brush beef tenderloin with olive oil and sprinkle with salt and pepper. Let it sit for 5 minutes.
Put a grill pan on a medium-high heat. When it's hot enough, place meat on a grill and sear it for 2 minutes from all sides.
Transfer the grill pan into the oven and let it cook for 15 minutes until internal temperature reaches 140 F. (See the notes)
For Red Wine Sauce
Heat olive oil in a small sauce pan and over medium heat. Sauté onions until translucent and slightly browned. Add wine and thyme. Bring to a boil and cook on a high heat until reduced by half.
Reduce the heat to medium low, add butter and flour and whisk constantly until thickens, about 3 minutes. Season with salt and pepper.
Serve with a steak!
I took the steak out of the oven at 140 F. At this temperature you'll have a medium rare steak.If you want medium or well done steak, continue cooking it in the oven until the internal temperature reaches 155 F or 165 F accordingly.Red Wine Sauce is adapted from bbaum.ru