Cut the beef tenderloin into 4 steaks and season each steak with black pepper and Vegeta. Heat olive oil in a skillet and braise the steaks on both sides. Add minced garlic, a sprig of rosemary torn into pieces, and bay leaf. Deglaze the juices in the pan with dessert wine or port wine and a little water (up to 50 ml). Continue cooking the steak until the liquid has evaporated. Transfer the steaks to a plate to rest, and discard what was left in the pan.
In the meantime, prepare the sauce by combining the zest and juice of one orange, chopped parsley and chopped capers.
Transfer the steaks to the serving plates. Arrange cooked vegetables on the plate, shave some prime quality sheep cheese on the steak and add a little of the sauce on top.
Allow 5 minutes of standing time before serving the steaks. Resting meat serves to stabilize the juices and make the steak more tender after it has had a chance to cool down and rest.