Cut tenderloin length wise but not all the way through.Spread horseradish sauce inside.

Cut monterey jack cheese to fit inside tenderloin.Put toothpicks through tenderloin to hold the cheese inside.Cut bacon in half and cover tenderloin.Bake at 325 for 60 to 90 minutes.You can make dipping sauce by mixing 1/2 cup of sour cream, 1 to 2 tablespoons of horseradish sauce and 1 teaspoon of garlic powder together.