I do it like Big guy, wrap in bacon and onto the grill. Sometimes I will just season and place a sliver of garlic in each medallion and others I will merinade it prior. Italian dressing is good and fast, however my most requested merinade for grilling is the following:

Wild Game Marinade

1 Cup Olive Oil
6-8 Cloves Chopped Garlic
1 TSP. Of Each of the Following:
Oregano, Seasoning Salt, Lemon Pepper, Garlic Pepper, Thyme, Rosemary, Dried Chives, Dried Parsley Flakes
½ TSP Marjoram
½ TSP of Paprika
2 TBSP Soya Sauce
1 TBSP of Oriental/Asian Seasoning (Optional)
3 TBSP Fresh Squeezed Lemon Juice
3 TBSP of Mayple Syrup
Put in Stainless Steel Mixing bowl and sprinkle meat with Garlic Powder.
Mix every couple of hours and refrigerate covered for 12-24hrs(depending on the cuts/size of meat being used)!

I personally cook my meat to no more than med rare, but when using merniades and bacon wrap you can cook it longer and still have juice if you wish. When ever I grill I let it get very hot(high), sear my grill marks on each side then reduce the heat to actually cook the meat - 5-7 minutes a side would be my guess for a 1" thick piece. In my case this is exactly how I cook beef as I don't like eating well done steaks.