Cut each tenderloin into 4 pieces, place in a large ziploc bag. Add marinade and teriyaki, and make sure meat is well coated. Marinate at least an hour in the refrigerator, the longer the better.
Meanwhile slice the vegetables. Cut the peppers into large chunks (the veggies shrink on the grill). Half the onion, and then half again. Pull apart the sections. Cut the squash into thick slices. The cherry tomatoes remain whole.
When the meat has marinated, and all of your veggies are ready, alternate the vegetables and beef on the skewers however you like.
Set aside until the grill is hot and rice is prepared.