When barbecuing tenderloin in a gas grill, wrap in foil or let it drip?

It's our first time owning a barbecue grill. It's propane. We got this big tenderloin roast that looks like the worm baby from The Fly, gonna cut it in half and barbecue it tonight. But it's pretty fatty, and my experience with broiling meat tells me it will drip a lot of juices. So should I put a sheet of foil under it? Wrap it in foil? Or just let it drip?