I would finish over direct heat in order to develop a nice crust. You could always slice it up into fillets and just do it straight over direct. For seasoning, salt and pepper (kosher/sea and fresh ground) wrap in bacon if you want...
My boat is as simple as aluminum foil. Rest the loin directly in the boat. I set firebricks under the meat and have 10-15 briqs off to the side. Save the juices (au Ju)
Let meat rest 10- 15 min after cooking. Slice then pour juices back over slices. Mmmmm good.