Preheat oven 450°F.
Arrange the beef tenderloin on a roasting pan or heavy duty cookie sheet. Drizzle with EVOO and sprinkle with salt and pepper. Transfer to the oven and cook for 15 minutes at 450°F, then turn the oven down to 350°F for 30 minutes, until a thermometer inserted reads 140°F. Let the beef rest for 15 minutes before slicing.
While the meat is resting, combine the ingredients for each of the sauces in separate bowls.
Cut the baguette into 3- to 4-inch chunks and cut each chunk lengthwise for sandwiches. Slice the beef and assemble onto the sliced baguettes. Top each sandwich with your choice of sauce along with a small bunch of arugula or watercress.