Preheat a grill over medium heat.
Cut a slit along the length of the pork, about 3/4 of the way through. Insert the cheese slices.
Close the pork up- make sure no cheese is hanging out (don't want it all to melt and run out into your grill!). Wrap the tenderloin with bacon slices, overlapping about 30%. Use kitchen twine to tie the pork at 2 inch intervals.
Place the tenderloins on the preheated grill, keeping the heat low enough to prevent major flare ups. Turn every 5-7 minutes, until the bacon is crispy and the pork is nearly cooked on the inside. Brush with barbecue sauce and grill for another 3 minutes per side.
Remove from the grill and allow to rest for 10 minutes. Cut into thick slices and serve immediately.