Place tenderloin in a large zipper-topped plastic bag. In a small bowl, whisk together honey, mustard, chili powder and salt.
Pour mixture over tenderloins then seal the bag and refrigerate for at least 4 hours. Preheat grill to MEDIUM. Lightly coat grill grate with a little olive oil.
Remove tenderloins from marinade (discarding marinade and bag). Grill for 15 to 25 minutes or until cooked through. Serve and enjoy!