Season Beef Tenderloin Tips with salt and pepper. Grill tips to desired degree of doneness. Place vinegar, wine, and shallot in a small sauce pan and reduce over high flame until only 1/4 cup of liquid remains, remove from flame. Strain out the shallot and dispose. Return the liquid to the pan and add the cold butter a piece or two at a time and whisk to melt evenly. Using a fork or food processor, mash the avocado into a smooth paste. Then, add the avocado to the sauce and stir to create a smooth and creamy sauce. If the sauce is too thick thin with a little white wine. Strain out any lumps and serve with grilled tenderloin.