1. Prepare grill to medium heat. Slice tenderloin lengthwise, cutting to, but not through, other side. Open halves, laying tenderloin flat. Place tenderloin between 2 sheets of plastic wrap; pound to 1/2-inch thickness using a meat mallet or heavy skillet. Sprinkle shallots, cheese, walnuts, and thyme on tenderloin. Roll up, starting with long side; secure pork at 1-inch intervals with twine. Sprinkle with 1/4 teaspoon salt and 1/4 teaspoon black pepper. Place pork on grill rack coated with cooking spray. Grill for 27 minutes or until a thermometer registers 155°, turning after 13 minutes. Remove from grill; lightly cover with foil. Let stand for 10 minutes; cut crosswise into 8 slices.