Remove any white membrane surrounding tenderloin. Tie tenderloin with string, if necessary, to hold pieces of meat together. Place tenderloin in a shallow dish. Combine wine, oil, and Worcestershire sauce; mix well. Add thyme and remaining ingredients, mixing well. Pour over tenderloin, and cover tightly. Refrigerate 8 hours, turning meat occasionally. Remove tenderloin, reserving marinade. Place on a rack in a roasting pan; insert meat thermometer.
Bake at 425 degrees F for 30 minutes or until thermometer registers 160 degrees F (medium), basting occasionally with marinade. Allow meat to stand 10 minutes. Slice thinly with an electric knife. Serve with party rolls, mustard, and mayonnaise. 15 appetizer serving.