When ready to cook, start your smoker according to grill instructions. Set the temperature to 275° F and preheat, lid closed, for 10 to 15 minutes.
Rub tenderloin with mustard, then season the tenderloin lightly with the rub and wrap with bacon. If desired make a bacon weave and wrap the tenderloin.
Place tenderloin in the grill and cook for 45 minutes. Check the internal temperature, the desired temperature is 120° F. If the temperature has not been reached, continue to cook, checking every 5 minutes until desired temperature is reached.
Remove tenderloin from grill and increase grill temperature to 450° F.
After 10 minutes, return tenderloin to grill and sear for 5 minutes. Check the internal temperature again, the finished temperature is 135° F.
If the finish temperature has not been reached, rotate the tenderloin and sear for an additional 5 minutes or until 135° F is reached.
Remove tenderloin from grill and let rest for 10-15 minutes before slicing and serving. Enjoy!