Turn your grill to smoke and open the lid. Wait 4-5 minutes for fire to be established. Once it is fired up, turn the heat up to 400 and close the lid.
Remove any silver skin from the tenderloin, and then liberally coat with the bbq rub.
Wrap the bacon around the tenderloin, securing the ends with toothpicks. Continue until the entire tenderloin is wrapped.
Carefully place directly on the grill grates. While the tenderloin is cooking, mix together the glaze ingredients and bring out to the grill area. After 5 minutes, paint some of the glaze onto the top and sides of the bacon and cook for another 5 minutes. Open the grill, rotate the tenderloin, paint the other side of the bacon with that spicy bacon glaze, and cook another 5 minutes. Continue the grill and turn every 5 minutes.
Grill until the temperature in the middle reaches 145 degrees.
Regular Grill Instructions
Disclaimer! I've never made this on a grill other than the Traeger, but were I to try I would recommend following the instructions above, and cooking over indirect heat on your grill. Check it often to make sure it isn't over or undercooking!