Line a large rimmed baking sheet with parchment paper. Lightly oil a wire rack that fits in the baking sheet and put the rack on the baking sheet.
In a medium bowl combine the parmesan cheese, the pepper, and the cornstarch and blend well.
Trim the tenderloin of its silver skin and of most of the fat. Try to use the uniform center cut of tenderloin, not the flap or tail-end.
Put the tenderloin on a large piece of parchment on your work surface and pat dry with paper towels. Season all over with 1 Tbsp kosher salt. Coat the beef all over with the cheese mixture, pressing to adhere. Roll the parchment tightly around the roast, pressing the cheese mixture firmly against the roast so that its covered on all sides and the bottom and top.
Place parchment wrapped tenderloin seam side down on the wire rack and refrigerate for at least 4 hours (or up to 1 day).
Preheat oven to 375 degrees (or 350 convection), with oven rack in the center of the oven. Remove the parchment carefully to not disturb the parmesan crust, and bake on the wire rack on top of baking sheet until a thermometer in center of meat reads 120 for medium rare (or 130 for medium) and the crust is golden brown, about 55-60 minutes for medium rare.
Let cool on wire rack, uncovered, for 20 minutes (it will gain 5-10 degrees). Slice the meat into thick slices with sharp knife, trying to keep crust intact, to serve.
Enjoy!
