Begin by trimming any excess fat from the beef tenderloin, ensuring a lean cut for maximum tenderness. Pat the beef dry with paper towels to promote better searing.

In a mixing bowl, combine harissa paste, olive oil, minced garlic, lemon juice, lemon zest, salt, and pepper. Whisk until smooth, creating a fragrant marinade.

Place the trimmed beef tenderloin into a resealable bag and pour the marinade over it. Seal tightly and refrigerate for at least 2 hours, ideally overnight.

Prepare the pickled lemon sauce by mixing diced pickled lemons with olive oil and a pinch of salt in a small bowl. Stir until well combined.

Preheat your oven to 400°F (200°C). Heat olive oil in an oven-safe skillet over medium-high heat. Sear the marinated beef for 3-4 minutes on each side.

Transfer the skillet to the oven and roast the beef for 15-20 minutes, until it reaches an internal temperature of 135°F (57°C) for medium-rare.

Remove the beef from the oven and let it rest for 10 minutes before slicing and serving with the pickled lemon sauce.