Whole filet cooking tips?

I wouldn't smoke it. Sounds like a terrible idea

Assuming you’re talking about a whole beef tenderloin, I’d reverse sear (I like using a little smoke - oak for me) to medium rare. S&P rub, or any favorite beef rub.

Also, if untrimmed, make sure to clean it up and get rid of all silver skin.

ETA: I’ve also roasted on high high like Gaston mentions above. Came out real nice. I’d use thermometers to gauge medium rare in the thick part, rather than time though.

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suming you’re talking about a whole beef tenderloin, I’d reverse sear (I like using a little smoke - oak for me) to medium rare. S&P rub, or any favorite beef rub.

Also, if untrimmed, make sure to clean it up and get rid of all silver

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Yes... it’s a smaller one, but it’s untrimmed

There’s plenty of YouTube videos on how to trim them, if you haven’t done it before.

Beef Wellington or chateaubriand.

If you're wanting steaks, I'd just portion them out in inch and a half or two inch thick steaks and cook them how you normally would. Start slicing your steaks at the small end of the loin, but slice the first cut twice as thick as the steak you want. You're going to butterfly that first piece by cutting it almost into two steaks, but not cutting it all the way through and folding it over to make a steak that'll be about as big as the single thick cuts from the big end. Do this as many times as necessary from the small end until a single thick steak cut from it will be the same size and then cut the rest of the steaks normally. This will make sure that all of your steaks are about the same size and will cook at the same rate.

Before you do anything with a tenderloin, though, TRIM THAT BAD BOY. If you leave any silverskin, it's going to be like chewing on a condom. Now, if it was a PSMO with the side meat and chain (muscles that lie right up and between each vertebrae) on as opposed to just a tenderloin, DON'T THROW THAT SIDE MEAT AND CHAIN. You're going to trim the chain and the side muscle away from the main muscle of the tenderloin. The side muscle is going to give you a nice little roast to work with later (maybe a stand-in for the tenderloin in that beef Wellington?!) but you're going to want to reserve that chain and trim it of all the extra fat. You're going to be left with a bunch of little pieces of delicious tender beef from the chain. This is a snack for the cook and all the trouble you went through to get the meat ready for everyone else. That stuff makes a fantastic cheesesteak sandwich.

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I wouldn't smoke it

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Yep, not enough intramuscular fat...

Watch Tender is the Loin by Alton Brown, Good Eats

Also I recommend reverse searing. It's perfect for a whole tenderloin roast.

Why cut them into filets?

Hard to beat a reverse sear on it. I like to slice it fairly thin, slap it with some homemade garlic butter, and eat it with my damn fingers.