Trim the tenderloin of any sinew and silver skin, and cut the meat into long, thin slices/strips.
Mix the yoghurt with the gyros seasoning, season with salt and freshly ground pepper and add a little oil. Stir well and turn the meat in the marinade until coated.
Toss the vegetables with a little oil and season with salt and freshly ground pepper.
Fold the strips of meat back and forth in a ribbon and thread them onto 4 skewers, alternating with the vegetables. Gently spread everything out so the meat is not packed too tightly.If you use wooden skewers, soak them in water for about 20 minutes first so they don't burn during cooking.
Cook the skewers in a preheated conventional oven (top and bottom heat) at 215°C for about 12-15 minutes. It helps to rest the skewers on a foil tray or similar, so they are lifted off the baking tray.If they are cooked through but lack a little colour, you can brown the sides with a kitchen blowtorch.You can of course also cook the skewers on the barbecue, or fry them in a little oil until golden and cooked through.