Roast Beef Tenderloin with Caesar Crust
['1 4-pound center-cut beef tenderloin, fat and silverskin trimmed', 'Kosher salt', '4 teaspoons freshly ground black pepper plus more for seasoning', '2/3 cup fine fresh breadcrumbs made from day-old white bread', '2/3 cup finely grated Parmesan', '2/3 cup mayonnaise', '4 anchovy fillets packed in oil, drained, finely chopped', '4 teaspoons Dijon mustard', '4 teaspoons finely grated lemon zest', '2 teaspoons Worcestershire sauce', '2 garlic cloves', 'finely chopped']
Season tenderloin lightly with salt and pepper. Wrap in plastic; refrigerate overnight.
Uncover tenderloin; let stand at room temperature for at least 2 hours.
Preheat oven to 400°F. Set a rack inside a rimmed baking sheet. Transfer tenderloin to rack. Pulse 4 teaspoons black pepper and remaining ingredients in a small food processor until well blended. Generously and evenly spread and pack Parmesan mixture around tenderloin.
Roast until crust is golden brown and an instant-read thermometer inserted into thickest part of tenderloin registers 110°F-115°F for rare and 120°F-125°F for medium-rare, 30-40 minutes.
Transfer to a carving board. Let rest for 20 minutes. Cut into 1/2"-thick slices, taking care not to lose too much of the delicate crust.
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