Position rack in hottest area of oven. Preheat oven to 350°F/180°C. Have a large cast-iron skillet ready or other ovenproof skillet that can hold the tenderloin; you can gently curve it to fit.
Combine the brown sugar, thyme, salt, pepper and paprika and rub all over the pork loin. Wrap bacon all the way around pork loin, covering the meat. Tuck the bacon ends underneath the loin; use toothpicks if necessary to keep the bacon in place.
Heat oil in cast-iron pan until shimmering over medium heat. Add bacon wrapped tenderloin and cook to sear, brown and begin to crisp bacon, about 5 to 6 minutes; flip over and sear other side, about 5 to 6 minutes more.
Meanwhile whisk the marmalade and mustard together in a small bowl. Brush all over the tenderloin once the bacon is crisped. Place in oven and continue to cook until instant read thermometer reads 145°F/63°C inserted in the middle of the loin, about 12 to 20 minutes. Transfer to cutting board, drape loosely with foil and allow to rest for 5 minutes before slicing for juices to redistribute. Pork is ready to serve; simply slice into 1/2-inch (12 mm) pieces. Leftovers may be refrigerated wrapped well with plastic wrap for up to 3 days.