This issue can be solved by sharing the locomotive and tender pickup rollers as Hot Water describes. I've done this a number of times, especially with small steamers. I recommend the addition of a 1.5A PTC (programmable fuse) in series with the engine to tender tether, this protects the wiring if you have a derailment and a pickup lands on an outside rail. As for the necessity of the PTC, I've replaced wiring in a few locomotives or tenders that have suffered this exact fate.
Here's one I did and decided to document here:
