Whisk honey, Dijon mustard, chili powder, salt, and hot sauce together in a bowl; pour into a resealable plastic bag.

Add pork tenderloins to the plastic bag and coat with the marinade. Refrigerate for at least 4 hours or overnight.

Preheat an outdoor grill for medium, indirect heat and lightly oil the grate.

Remove tenderloins from marinade and shake off excess. Discard remaining marinade.

Cook on the preheated grill until a thermometer inserted into centers reaches 145°F, 20 to 30 minutes.