Cut a few 2-inch slits in the side of the fillet; stuff the sage leaves and garlic pieces into the slits. Wrap the thyme sprigs around the fillet. Store in refrigerator to allow the meat to absorb the flavors for 4 to 12 hours.
Preheat an outdoor grill for medium heat; lightly oil the grate. Cut the tenderloin in half and season with salt and pepper.
Cook the fillets 4 to 6 minutes per side, until no longer pink, or to desired doneness.