For the beef tenderloin:
2 pounds beef tenderloin, trimmed and tied
3 tablespoons olive oil
Salt and freshly ground pepper
For the caramelized onions: 2 large sweet or yellow onions, peeled and sliced
2 tablespoons olive oil
2 tablespoons butter
Salt, to taste
For the horseradish sauce:
1 cup sour cream
1/3 cup prepared horseradish
2 tablespoon mayonnaise
Remaining ingredients:
1 sourdough or French baguette, cut into 1/2 inch thick slices
Olive oil, for brushing
Freshly chopped Italian parsley or watercress, for garnish
1 large wheel of brie, sliced into 20 pieces
Make the horseradish sauce: Stir all sauce ingredients together in a mixing bowl. Cover and refrigerate until ready to use.
Make the caramelized onions: Heat oil and butter in a large, heavy skillet to medium on the stove top. Add onions and stir to coat with the fats. Cook, stirring every few minutes, until the onions are a deep, golden brown color. The entire process should take about 30 minutes. Salt the last few minutes of cooking. Once the onions are caramelized, remove from heat and set aside.
Make the beef tenderloin: Preheat your oven to 500 F and make sure your rack is in the middle of the oven. Place beef on a baking sheet, rub with olive oil on all sides and season liberally with salt and pepper. Roast until the internal temperature reads 125-130 F for medium rare, about 20 minutes. Remove from oven, tent with foil and let rest for 15-20 minutes while you make the crostini.
Make the crostini last: Lower your oven temperature to 375 F. Place bread slices in one layer on a baking sheet and brush with olive oil. Bake until the bread begins to toast and become fragrant, about 5-7 minutes. Keep your eye on the bread while it is cooking; it burns fast. Once toasted, remove from oven.
Slice the beef tenderloin into about 1/4" thick pieces crosswise.
To assemble the crostini, place 5 or 6 pieces of bread on your work surface. Spread with a little horseradish sauce. Layer a piece of brie, a piece of beef and a scoop of onions on top. Garnish with parsley or watercress. Repeat process until all ingredients have been used. Serve immediately.