Place the tenderloins on a large dish and wrap a slice of room temperature bacon around each filet, gently stretching the bacon if needed. Secure the ends of the bacon with a toothpick.
Cut the garlic cloves in half and rub both sides of each filet with the cut ends of the garlic. Season well with salt and pepper on both sides.
Pre-heat grill to very hot. With tongs, place each steak on the grill and for medium-rare cook for 3-4 minutes, rotating the steaks halfway through 90 degrees for nice grill marks.
Turn the steaks over and cook another 3-4 minutes.
Remove from the grill and let rest loosely covered for 5 minutes before removing toothpicks and serving.