First Step: Preheat your oven to 450°F (232°C). Trim any excess fat from the beef tenderloin and pat it dry with paper towels. Allow the beef to sit at room temperature for about 20 minutes to ensure even cooking.

Second Step: Heat olive oil in a hot skillet over medium-high heat. Sear the beef tenderloin on all sides for approximately 2-3 minutes per side until a golden crust forms. This locks in the juices and builds flavor. Remove from heat and place beef on a rack set over a sheet pan.

Third Step: In a large heavy-bottom skillet or pot, heat olive oil and butter over medium-high heat. Add thinly sliced onions, seasoning with kosher salt and freshly cracked black pepper. Cook, stirring frequently, for about 10 minutes. Lower heat to medium-low and add thyme sprigs, rosemary, and bay leaf. Continue cooking slowly until onions are deeply caramelized and tender, about 45 minutes, stirring often.

Fourth Step: Stir in the sherry wine and simmer for an additional 15 minutes, allowing the liquid to reduce and flavors to concentrate. Remove herb sprigs and bay leaf. Adjust seasoning with salt as necessary and keep onions warm.

Fifth Step: Mix kosher salt, granulated garlic, and freshly cracked black pepper. Rub this seasoning evenly over the seared beef tenderloin. Place in the preheated oven and roast for approximately 30 minutes or until internal temperature reaches 135°F (57°C) for medium-rare. Adjust roasting time based on your desired doneness.

Sixth Step: In a bowl, whisk together mayonnaise, sour cream, prepared horseradish, lemon zest, and lemon juice until smooth. Season with salt and black pepper to taste. Refrigerate until serving.

Final Step: Remove the roasted beef tenderloin from the oven and tent loosely with foil. Let it rest for 15 minutes to redistribute juices. Slice beef into quarter-inch slices against the grain. Serve topped with caramelized French onions and a dollop of horseradish sauce. Garnish with fresh thyme leaves. For dietary adjustments, substitute components as needed, ensuring a perfect plate for all.