Preheat oven 450F.
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 450F, then turn the oven down to 350F for 30 minutes, until a thermometer inserted reads 140F. 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.