Assemble all your ingredients. Aside from the "jellyroll slicing" (which is very easy once you get the hang of it,) this is a very easy item to prep.
Unwrap tenderloin and place on a cutting board. Using a sharp filet knife, slice about 1/4" from cutting board all the way down the tenderloin, but not cutting through it. Open tenderloin and then repeat the slice (think jellyroll)
Open tenderloin up and either cover with plastic wrap or put in a ziplock bag. Using a blunt meat mallet (I just use my hand) lightly pound on tenderloin to flatten and even it out.
Place slices of mozzarella, tomato and basil on the tenderloin, them pull meat around them to cover it. Use toothpicks to secure. I like to refrigerate for at least 30 minutes to let the meat "set" around the filling, but this isn't strictly necessary.
Have a grill running medium hot. I am using my Big Green Egg, but any grill will be fine. Oil grates, then place tenderloin on grill. Cook for 10 minutes or until bottom is reaching 130 degrees. Carefully flip and cook for another 8-10 minutes or until top meat is approaching 140. Depending on tenderloin, you may need to place "sides" on grill for a minute or two to ensure doneness. Remember, I am doing this on an egg, which also has a "baking" effect, so if using a gas grill you may want to adjust your times.
Remove from grill and lightly cover with foil or plastic wrap. Allow to rest for 4-5 minutes. Remove toothpicks. Slice into slices about 1/2" thick, and shingle on plate. Lightly drizzle with balsamic and serve.