Stir together dried sage, brown sugar, salt, garlic powder, and pepper and massage into tenderloins. Let sit, covered, at room temperature 25 to 30 minutes.
Meanwhile, prepare a gas or charcoal grill for a two-level fire (see "Set Up Your Grill: Two-Level Grilling," below), with one side at high heat and the other at medium (5 seconds with the hand test).
In a small saucepan over medium-low heat, cook butter, olive oil, fresh sage, and garlic about 10 minutes; stir in anchovy and remove from heat. Let sit 10 minutes. Strain butter and keep warm.
Spray tenderloins generously with oil. Arrange on a cleaned, oiled cooking grate over high heat, angling thinner ends away from hottest part of fire. Grill uncovered, turning occasionally, until browned on all sides, about 5 minutes total. Move tenderloins to medium heat (cover if using gas) and grill, turning occasionally, until internal temperature reaches 150° and center has a touch of pink remaining (cut to check). Time depends on meat's thickness: Thin tenderloins (about 1 1/2 in. diameter) require 8 to 10 minutes; plump tenderloins (up to 2 1/2 in. diameter) may need twice that long. Remove from grill, tent with foil, and let pork rest 10 minutes before carving. Cut into thin slices, garnish with sage sprigs, if you like, and serve with sage butter.
Set up your grill: Two-level Grilling
ON CHARCOAL: Ignite 75 to 85 briquets in a chimney starter (or on the fuel grate); open grill vents. When they're coated with ash, mound against one side of the grate into a slope. Allow coals to burn down until they reach desired heat level.
ON GAS: Turn all burners to high, close lid, and heat for 15 minutes. If you have three or more burners, leave two adjacent burners on high and turn the remaining burners anywhere from medium to low, depending on recipe. If you have two burners, leave one burner on high and turn the other on medium to low.
Note: Nutritional analysis is per serving.