I've never gone wrong with marinading for 24 hours with a sweet oriental sauce (Yoshida's Gourmet Sauce in a ziplock bag) and then cooking it on the grill. I normally kabob it (1/2" to 1" thick) than leave it whole because I try to give the marinade more surface area to soak into the meat. I also do not mix veggies with meat on the kabob so its almost like I re-assemble the loin on to a stick. Meat on for two turns before veggies on.

Now what I'm doing this year for Thanksgiving is Fondu in which I'm using venison tenderloins, chicken, shrimp, and other veggies boiling in a chicken broth. It takes like two hours to eat because you can only have so many pots going and so many forks in the pot at a time. Gives you a lot of time to socialize with your guests.