Preheat the oven to 400 F. In a skillet, heat remaining 2 Tbsp olive oil, add the roast carefully & saute for about 3-4 minutes on each side to cook the bacon a bit. Place a rack in a shallow roasting pan & lay stuffed tenderloin on it; bake at 400 F. for 10 minutes, then reduce heat to 350 F. & bake for another 20 minutes. Remove from oven, set the roast on a cutting board, cover loosely with foil, & let rest while the shrimp & stuffed mushrooms are cooking. When ready to serve, slice into 1 – 1 1/2″ thick ‘medallions’.