Blanch the savoy cabbage leaves in boiling salted water for about 45 seconds. Remove, rinse in cold water & pat dry. Trim the mushrooms & chop.
Melt butter in a saucepan & cook the shallots & mushrooms until the liquid has evaporated. Season with salt & pepper to taste & remove from heat, allow to cool slightly & stir in beaten egg yolk & cheese.
Heat the oil in a frying pan & sear tenderloin on all sides, then remove from pan.
On a sheet of saran, place bacon ensuring that each piece slightly overlaps each other. Layer the bacon the same length as the tenderloin.
Lay the cabbage leaves overlapping slightly on another sheet of saran. Spread the mushroom mixture over the leaves. Sprinkle the tenderloin with Montreal Steak Spice then place on top of mushroom mixture. Using saran, wrap the tenderloin in the cabbage then place cabbage wrapped tenderloin onto bacon lined saran paper.
Wrap the bacon tightly around all with the help of the saran wrap. Twist the ends of the saran make a nice tight roll. Place in refrigerator until ready to roast.
Place tenderloin in a no-stick pan over medium heat & brown off the bacon on all sides. When evenly browned, transfer to preheated oven & roast for 30 minutes, then rest for 2 minutes before slicing.
Place veggies & broth on a platter. Slice tenderloin & place on top of veggies for serving.