Heat a gas or charcoal grill to medium heat

While grill is heating, place the tenderloin on a cutting board vertically in front of you. Make a vertical cut (the long way) from top to bottom of the tenderloin, cutting a little more than halfway through, making sure to not cut all the way through the tenderloin.

Open tenderloin up like a book and press down on each side with the palm of your hand to flatten. Cover tenderloin with a piece of plastic wrap then using a meat mallet, wine bottle, or rolling pin, pound tenderloin until it is about ½-inch thick all over. Brush dijon mustard in an even layer over the tenderloin.

In a medium bowl, combine cheese, chives, salt, and pepper. Place cheese mixture down the middle of the tenderloin, then lift one side of the tenderloin over to cover the cheese. Continue rolling the tenderloin until it is completely rolled up.

Gently stretch out each piece of bacon to make it a bit longer, without breaking it. Wrap each slice of bacon around the tenderloin until covered, overlapping the slices a little bit. Cut about 8 pieces of kitchen twine about 6-inches long each. Slide each piece underneath the tenderloin at 1-inch intervals; tie each piece around the tenderloin to secure.

Grill tenderloin, covered, turning with tongs every 5 minutes or so until the internal temperature is at 140°F, about 20-30 minutes. Let rest about 10 minutes before slicing.