Preheat your oven to 375°.
Drizzle the olive oil into a large baking dish.
Lay the tenderloins onto your work surface. Butterfly each one by cutting lengthwise three-fourths of the way through—not all the way. Open each one as you would a book.
Place the butterflied tenderloins between sheets of parchment paper or plastic wrap. Use a meat mallet to pound them to less than ½-inch thickness, then arrange them side by side to form a rectangle.
Lay out the bacon strips on a piece of parchment or waxed paper to form a rectangle the same size as the tenderloins. You will have to cut some of the bacon strips in half to make them fit.
Lay the tenderloins on top of the bacon.
Season with salt and pepper.
Arrange the cheese slices over the tenderloins.
Cover with sun-dried tomatoes and asparagus.
Roll the bacon and tenderloins around the filling, jelly roll style.
Place the roll seam side down in the baking dish. The roll should hold together just fine, but if yours is a little bit loosey goosey, just tie it in a few places with butcher twine.
Stir together the ketchup and balsamic vinegar. Brush the sauce over the roll.
Bake until a thermometer inserted into the pork reads 145° for medium-rare, about 45 minutes to an hour.
Let the roll sit for 5 minutes.
Cut into 1-inch slices and serve!
