Preheat your smoker to 225 degrees F. Place the tenderloin steaks on the grill grates and close the lid. Smoke until the internal temperature of the steaks reach 120 degrees for medium rare.
While your steaks are smoking, preheat your sear box (or a cast iron skillet) to high heat.
Drizzle your sliced pieces of baguette and your chile pepper with the olive oil. Place both on the preheated sear box. Toast the crostinis until golden brown on both sides (about 2 minutes) and roast the chile until the skin starts to blister, turning often. Remove all elements to the cutting board.
Transfer the smoked steaks to the hot grill and sear on both sides for just a couple of minutes per side until your steaks reach the perfect internal temperature of 130 degrees. Remove the steaks to a cutting board to rest and season both sides of the steak with the sea salt.
Slice the tenderloin steaks and the chiles. Layer the steak and chiles on the crostini and season with a little more coarse flaky salt. Serve straight off the cutting board for an interactive starter.