Combine sauce ingredients in a small bowl and set aside, Trim off any excess fat on the surface of the tenderloins.
Preheat your grill for medium-high heat.
Pat the pork tenderloins dry with paper towels and brush on the sauce. Make a few passes. This next part can get a tad messy so prepare yourself. Cut bacon into halves or thirds depending on the size of tenderloin. Make sure there is enough length to overlap. The bacon and tenderloin will shrink during the cooking process. Wrap bacon around sauced tenderloin and secure with toothpicks or kitchen twine. Don't panic if some of the sauce squishes out. This will happen, and this is why you brush so much to begin with.
Place wrapped and tied (or secured) tenderloins onto the grill and cook for 20-30 minutes, turning every 5 minutes or so. Watch for burning and move to a cooler part of the grill if needed. The tenderloins are done once they reach 150-155 degrees F., in the thickest part of the meat and the bacon is cooked through.
Remove from grill and meat let rest for a few minutes. Carefully remove toothpicks or cut twine, slice into 1" thick pieces and serve.