Buy a prime grade fillet, if possible, and trim it well. Fold and tie the tail to the meat to form a roast of uniform thickness (or have the butcher do it for you). Place the meat in a plastic bag. Mix the wine, oil, onion, and herbs, blending well. Pour over the meat, close the bag tightly, and turn it to coat the meat with the marinade. Place the bag in a dish and marinate the meat for 2 hours at room temperature or overnight in the refrigerator. Drain the meat, reserving the marinade. Grill the meat 4 inches above hot coals, turning to brown on all sides. This takes about 10 minutes of undivided attention so you can put out any flash fires. Add damp hickory chips or small hickory sticks. Move the meat to the edge of the grill or cover the grill and cook for 15 to 20 minutes longer for rare, 20 to 25 minutes for medium rare. Slice and serve with the mushroom sauce. MUSHROOM SAUCE: In a medium skillet, melt the butter and add the onion and garlic, cooking until the onion is tender but not browned. Add the mushrooms and cook, stirring gently now and then, until well saturated with the butter and most of the juices cooked from the mushrooms have evaporated. Stir in the meat glaze. Add the reserved marinade and, if needed, a few tablespoons of wine or broth to make a light sauce. Serve with the grilled fillet.