How to Make It
Cover the tenderloin tightly with plastic wrap and freeze until well chilled, about 30 minutes. Light a grill or preheat a grill pan. Brush the tenderloin with olive oil and season with salt and pepper. Grill over high heat until nicely charred all over but raw within. Let the tenderloin cool completely, then cover with plastic wrap and freeze until thoroughly chilled, about 1 hour.
Meanwhile, in a medium skillet, heat 1/2 inch of vegetable oil until shimmering. Add the rosemary and fry over high heat until crispy, about 1 minute. Using a slotted spoon, transfer the rosemary to paper towels to drain. Add the capers to the skillet and fry over high heat, stirring occasionally, until crisp and browned, 3 to 4 minutes. Using a slotted spoon, transfer the capers to the paper towels.
Using a very sharp knife, slice the tenderloin crosswise 1/4 inch thick. Place a slice of beef between 2 sheets of plastic wrap and pound lightly until very thin. Remove the top sheet of plastic wrap and invert the carpaccio onto a plate or platter. Repeat with the remaining slices.
Brush the carpaccio with olive oil and lemon juice and season with salt and pepper. Scatter the fried rosemary and capers on top, garnish with chives and serve.