Place meat in a large resealable plastic bag. In a medium bowl, mix together honey, Dijon mustard, chili powder, garlic powder, horseradish and salt. Pour marinade over tenderloins, seal, and refrigerate for at least 4 hours.
Prepare the grill for indirect heat or roast at 400 degrees for 40 minutes.
Lightly oil grill grate. Remove meat from marinade, and discard liquid. Grill for 15 to 25 minutes, or to desired doneness.