Preheat oven to 325 degrees F.
Baste the tenderloin in olive oil and generously rub with the Cajun rub. Bake for about 30 to 40 minutes. Remove the tenderloin from oven, split in half and stuff with a layer of spinach, sun-dried tomatoes and shredded jalapeno jack cheese. Grill stuffed tenderloin for 20 to 30 minutes. Slice and serve immediately.