Use your favourite mushrooms or a medley of mushrooms, if desired, for the sauce. To cook tenderloin steaks to perfection, simply use a good-quality digital instant-read thermometer inserted sideways into steak to remove any guesswork in judging doneness. Note: you can substitute any thick beef medallion for the tenderloin – try Strip Loin or Top Sirloin Medallions if you find them at the meat counter.