Preheat oven to 400°F (200°C). Combine 2 tbsp (30 mL) grilling sauce, 1 tbsp (15 mL) olive oil, garlic, chilli powder and pepper. Rub tenderloin with mixture. (To make ahead, refrigerate covered for up to 8 hours.)
Heat remaining olive oil in a heavy roasting pan over medium heat. Add tenderloin to pan, then place in oven until done to your liking. For medium, a meat thermometer in centre of roast should read 160°F (71°C), about 40 min. Add onions to roasting pan with tenderloin for last 20 min. of roasting. Transfer roast to a cutting board and tent with foil to keep warm and rest.
Place roasting pan on stove over medium heat. Add wine and bring to a boil, stirring to scrape any brown bits off bottom of pan. Simmer until reduced by half. Add broth and simmer for 5 min. In a small bowl, whisk remaining grilling sauce, flour and 2 tbsp (30 mL) of water until smooth. Whisk into simmering broth and cook until thickened, about 3 min.
Carve roast and place on a platter. Serve with sauce.
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