Preheat oven to 450°. In a large skillet over low heat, toast walnuts, stirring occasionally, until golden brown and fragrant, 8-10 minutes

Put walnuts in a  food processor with rosemary, garlic, and ¼ teaspoon salt; pulse until mixture looks like coarse sand.

Using kitchen twine, tie up  meat at several points along the tenderloin to maintain uniform thickness. Season with remaining 2 teaspoons salt and pepper.

Heat a large skillet on medium-high setting. Add olive oil to pan, sear beef until browned on all sides, 4-5 minutes per side. Remove twine.

Spread a thin layer of mustard over meat. Take liberal amounts of the walnut mixture and press it firmly mustard to form a crust.

Place tenderloin in a baking dish; cover with aluminum foil. Roast 15 minutes. Remove foil; roast 10 to 20 minutes longer, checking every 5 minutes, until a thermometer in the middle of the tenderloin reaches 125°