FOR THE STUFFING: Cook bacon in 12-inch ovensafe nonstick skillet over medium heat until crispy, 5 to 7 minutes. Add apple, shallot, and thyme and cook until apple is softened, 4 to 6 minutes. Transfer to bowl and let cool for 10 minutes. Stir in Gruyère. Wipe skillet clean with paper towels.
FOR THE PORK: Adjust oven rack to middle position and heat oven to 350 degrees. Cut tenderloins in half lengthwise, stopping ½ inch from edge so halves remain attached. Open up tenderloins, cover with plastic wrap, and pound to even ¼-inch thickness.
Working with 1 tenderloin at a time, trim and discard any ragged edges to create neat rectangle. With long side of tenderloin facing you, sprinkle half of stuffing (scant 1 cup) over bottom half of tenderloin, leaving 1-inch border around edges. Roll tenderloin away from you into tight log.
Position tenderloins seam side down and tie crosswise with kitchen twine at 1-inch intervals to secure. (Stuffed tenderloins can be wrapped individually in plastic wrap and refrigerated for up to 24 hours.)
Sprinkle each tenderloin with ¾ teaspoon salt and ¼ teaspoon pepper. Heat oil in now-empty skillet over medium-high heat until shimmering. Add tenderloins and brown on all sides, 6 to 8 minutes. Transfer skillet to oven and roast until center of stuffing registers 140 degrees, 16 to 20 minutes. Transfer tenderloins to carving board, tent with aluminum foil, and let rest for 10 minutes. Remove twine, slice into 1-inch-thick medallions, and serve.