Line a rimmed baking sheet with aluminum foil and set a wire rack in the baking sheet. spray the wire rack with cooking spray.Preheat oven to 350 degrees.
In a small bowl, stir together brown sugar, dijon mustard, soy sauce, and cayenne pepper.
Use a sharp knife to remove the silver skin from each tenderloin. Pat pork dry with paper towels and season with salt and pepper. (Go light on the salt since the glaze and bacon will salt the pork.)
Coat all sides of the pork with glaze, reserving about 1/4 cup of the glaze.Wrap each tenderloin with 6 slices of bacon. Brush the remaining glaze over the bacon.Place on the prepared wire rack.
Bake for 25 to 30 minutes.Note: If bacon does not get crispy enough, you can broil it for a few minutes.