Trim fat from tenderloins. Place tenderloins in a plastic bag set in a shallow dish. For marinade, combine apple juice, vinegar, shallots, mustard, oil, brown sugar, soy sauce, and pepper. Pour over meat; close bag. Marinate in refrigerator for 30 minutes, turning bag occasionally.
In a grill with a cover arrange preheated coals around a drip pan. Drain tenderloins, reserving marinade. Place tenderloins on the grill rack directly over medium-hot coals; grill for 8 minutes, turning once to brown both sides. Move tenderloins over drip pan; insert meat thermometer in center of thickest tenderloin. Cover and grill for 15 to 20 minutes more or until meat thermometer registers 160 degree F.
Meanwhile, for sauce, pour reserved marinade into a medium saucepan. Bring to boiling and reduce heat. Simmer, uncovered, about 8 minutes or until reduced to 2/3 cup. Slice the tenderloins across the grain. Serve with the sauce. If desired, sprinkle with chives. Makes 6 servings.