In a small bowl, mix togther the citrus zest, juice, garlic, salt, pepper and cumin.
Place the tenderloin in a resealable plastic bag and pour the marinade over; refrigerate for 30 minutes, remove meat and discard bag and marinade.
Preheat the grill to medium heat and place the meat on one side of greased grill, turn off burners directly below the meat; cover grill with lid and grill for 30 minutes or until cooked through.
In a small cup measure out the barbecue sauce and add one of the chipotle options listed to the sauce, stir to mix completely, divide the sauce in half and use half the spiced up sauce to baste the meat frequently the last 10 minutes of grilling time. Use the reserved sauce to serve over the sliced meat.
If preparing in the oven, place in a 425 degree preheated oven and roast for 30 minutes or until done; basting frequently with the sauce.
When done, slice into medallions and serve with reserved 1/2 cup of sauce.
Please note: The internal temperature of the meat should register 160 degrees F on a meat thermometer.