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Preheat the Traeger or other smoker to 250°F.
Butterfly the tenderloin by slicing it in half, lengthwise. Do not cut all the way through. Open it like a book and use a meat tenderizer/mallet to pound it flat to ¼ inch thick.
Mix the cream cheese, bacon, cheddar, mozzarella, and spinach in a bowl.
Spread the cheese mixture on the tenderloin and roll it up jelly-roll fashion. Secure it with cooking twine. Cover the tenderloin with the cajun seasoning rub.
Place the tenderloin on a baking pan or grill pan and put it in the pre-heated Traeger.
Cook for approximately 45 minutes to 1 hour or until the internal temperature reaches 140°F - 143°F.
Remove the tenderloin and cover it with a sheet of foil for 10 minutes to rest before you slice it.