In a small bowl, whisk cocoa powder, chill powder, garlic powder, cumin, salt, pepper and cayenne together.
Brush tenderloin with oil and sprinkle with salt and pepper.
Sprinkle tenderloin all over with cocoa spice mixture and press lightly to adhere.
Transfer pork to preheated grill and close the lid. Cook 6 to 7 minutes on the first side, then flip and close the lid again. Cook another 6 minutes.
Turn of heat and let tenderloin sit inside without lifting the lid for another 5 minutes. The thickest end of the tenderloin should read 140 to 150F on an instant read thermometer. If not, close the lid and let it continue to cook from the residual heat of the grill.
Remove, tent with foil and let rest while preparing the sauce.
Chipotle Mustard Sauce:
In a small bowl, whisk together the the mustard, oil, vinegar, garlic, Worcestershire sauce, salt and pepper.
Slice tenderloin into ½ inch slices and drizzle with sauce. Hand remaining sauce around at the table.