Preheat an outdoor grill for medium-high heat. Cut tenderloin into 9 slices and brush with olive oil. Season to taste with freshly ground black pepper.
Place the meat onto preheated grill. Grill until no longer pink in the center, 3 to 4 minutes per side. When finished, place pork on a plate, and allow to rest for 5 minutes.
While pork is cooking, stir together sugar, Worcestershire sauce, vinegar, Dijon mustard, onion, garlic, red pepper flakes, and horseradish in a small saucepan. Bring to a simmer over medium heat, and stir until smooth. Pour sauce over sliced tenderloin to serve.
