Add the tenderloin, balsamic vinegar, olive oil, worcestershire sauce, garlic, salt and pepper in a bag and marinate for 25 minutes.

While it’s marinating, preheat the oven to 475°F and line a baking sheet with foil or a silpat mat. If you have a grill pan you can use that too. Set aside.

When the tenderloin is marinated, remove from the bag, discard any extra marinade and place in the middle of the prepared baking sheet. Bake at 475°F for 10 minutes then reduce the heat to 425°F and bake for an additional 20 minutes or until the internal temperature reaches 125-130°F. Do not overcook or the beef will be dry.

While the beef is roasting, make the fillings. Start by making the caramelized onion. Add the olive oil to a large saute pan over medium heat. When the oil is hot, add the sliced onion and cook, stirring frequently (almost constantly), for 15-20 minutes until the onions soften and turn a dark amber color. The natural sugars release from the onion and caramelize.

When the onions are done, make the goat cheese. Add the goat cheese to a small bowl and add the salt, pepper and fresh rosemary. Use the back of a fork to mix it all together and set aside.

At this point, the beef should be done, check the internal temperature by inserting a digital thermometer into the thickest part of the beef. It should read around 140°F. Place it on a cutting board and cover it with foil to rest for 15-20 minutes.

While it’s resting, make the balsamic glaze. You can use the same pan that you cooked the onions in. Pour the balsamic vinegar into the pan and add the sugar. Cook on medium-high to bring to a gentle boil then reduce the heat to low and simmer for 10-15 minutes, until it’s reduced in half and is thick enough to coat the back of a spoon. Remove from heat and allow to cool while you assemble the roll ups.