In a small dish, combine the chopped fennel seeds, rosemary, garlic, salt, pepper, the orange zest, and the extra virgin olive oil. Stir this together into a soft paste.
Place your pork tenderloin in a baking dish. Slather the herb paste all over the top of the tenderloin.
Lay the bacon slices across the tenderloin, tucking the ends underneath.
Bake for 40-45 minutes or until a meat thermometer reads 145 degrees for medium.
Remove the roast to a platter and let it rest for 10 minutes before cutting.