Slice tenderloin horizontally into 1-inch slices but leave the bottom STILL INTACT. Thread onto a skewer, pulling the pieces open slightly. Brush with oil & sprinkle with seasoning.
Place skewer OVER a roasting pan with only the ends of the skewer resting on the pan. Roast ONLY until meat is cooked through, about 30 minutes or when thermometer reads around 150 F. Remove from skewer & slice through. Prepare sauce while meat is roasting.
Sauce
In a small saucepan, melt butter then whisk in flour. Cook for 1 minute, stirring occasionally, then began adding milk gradually while whisking constantly. Continue cooking until the sauce begins to thicken. Remove from heat.
Allow the sauce to cool slightly before adding gorgonzola. Stir until the cheese is incorporated & add salt to taste if preferred.
Pour sauce on serving dish & place tenderloin medallions on top. Garnish with green onion.