Preheat oven to 400 degrees F. Line a baking sheet with aluminum foil for easy clean-up. Pat pork dry with paper towels.

In a small bowl, mix the mustard, brown sugar, salt, pepper, thyme, garlic, and cayenne pepper. Measure 6 tablespoons of sauce into another bowl, then set the remaining sauce aside to serve with the pork later.

Use a pastry brush to brush the 6 tablespoons of sauce all over the pork tenderloins. Wrap each pork tenderloin with 8 pieces of bacon, slightly overlapping each piece and tucking the ends of the bacon under the tenderloin or securing with toothpicks if needed.

Bake for 25-30 minutes, until the pork reaches 140 degrees F when tested with an instant read digital meat thermometer.

Turn the oven to broil, and broil 2-3 minutes, just until the bacon on the top of the wrapped tenderloins is crisp.

Remove from the oven and tent with foil. Let the meat rest for 5-10 minutes, during which time the temperature will continue to rise another 5 degrees to 145 degrees F when tested with an instant read digital meat thermometer.

Slice and serve with the reserved mustard sauce on the side.