Preheat the oven to 375F.
Thoroughly pat the tenderloins dry with a paper towel. Sprinkle all over with 1 teaspoon of salt.
In a small bowl, stir together the ground fennel, 3 tablespoons oil, 4 grated garlic cloves, rosemary, orange zest (if using), remaining ½ teaspoon salt, and pepper. Rub all over the pork, making sure to cover the whole thing. If bits of rub or salt fall off, just roll the pork in it or press it on.
In a 12-inch oven-proof skillet (cast iron is best), cook the bacon until very crispy, about 7-8 minutes (if using). Transfer to a paper towel lined plate. Leave all but 1 tablespoon of fat in the pan.
If skipping bacon, add remaining 1 tablespoon oil to the pan and swirl to coat. Once the oil is hot and shimmering, add the tenderloins, pressing them down gently, and cook undisturbed for 4-5 minutes, or until deeply browned. Flip and cook on the other side for about 2 minutes.
Transfer to the oven and bake for 10-20 minutes, or until an instant read thermometer inserted into the thickest part is 145F (times will vary depending on thickness). Transfer to your cutting board and let it rest for at least 5 minutes.
To the pan over medium-high heat, add the 2 sliced garlic cloves, rosemary sprigs, orange juice, orange slices, and ½ cup of water. Scrape up any bits stuck to the pan and simmer until the sauce is reduced and thickened a bit, about 5 minutes. Turn off the heat, push the oranges/rosemary to one side of the pan (or just transfer them to your serving platter) and whisk the vinegar and mustard into the sauce (tilting the pan if needed). Taste and season with salt. If you want it thicker, you can continue to simmer for a bit. It will thicken up as it cools down.
Slice the pork into medallions and arrange on a large serving platter. Pour any juices from the cutting board back into the pan sauce. Scatter the orange slices and rosemary sprigs around the pork. Pour the pan sauce down the middle of each tenderloin. Top with bacon and pepper and serve. Keep a sauce spoon nearby so you can spoon the juices onto your plate.