Whisk together mustard, honey, Worcestershire sauce, and cayenne in a medium bowl. Add chicken tenders and stir to coat.Refrigerate for 30 minutes to 1 hour.
Preheat oven to 375 degrees and place a wire rack inside a rimmed baking sheet. Spray the wire rack with cooking spray.Note: For easy clean-up, line the baking sheet with aluminum foil.
Remove chicken from honey mustard mixture. Season with black pepper.
Wrap a piece of bacon around each tender.
Bake for 20 to 24 minutes. Note: take a peak with about 5 minutes to go. If bacon is not browning up, turn the oven to Broil for the remaining time.