wrapped in bacon and grilled to about medium-rare to medium.
Try this -
Same bacon wrap, but poke a bunch of holes using a fork, put a dab of butter (healthy choice, I cain't believe it aint better) or some other substitute on top. Then cook it over pecan or mesquite in indirect heat until it's done the way you like it.
Best used with a backstrap but it does justice to any cut of venison.
-dave