Don't do it. They're a very lean tender cut, no collagen to break down. Adding water would only turn it into a braise or stew and that's the wrong technique for such a cut. Dry heat is the way to go. and pull it at 140-145 so its still a bit pink in the center. This way it stays moist.
On the other hand, they're small enough I've taken to cooking them on the stove rather than roasting in the oven. Easy to handle and generate a nice exterior with good fond for a pan sauce at the end.
If Jake is looking for more moisture in the final product, you could brine or inject the tenderloins. For their size, I think injection is a good solution as it's quicker and less hassle compared to a brine
My favorite preparation is to cut them in thick "steaks" a bit thicker than a slice of bacon. Wrap with bacon and tie, skewer or hold in place with a toothpick. For the thin end, fold it over on itself, then wrap with bacon and tie so it's about the same size as the rest.
Use a thin cut bacon. Thick cut bacon won't fully crisp up.
Season the top and bottom and sear off the top and bottom. Cook on all sides of the bacon as well until crispy. The center should still be just pink at this point. Very tasty and again, fond for the pan sauce if you want to go that route.
thymeless