Place tenderloin on a rack in a shallow roasting pan. Turn narrow end under to make roast more uniformly thick. Wrap bacon slices around tenderloin to completely cover. Secure each slice with a wooden pick. Insert meat thermometer, if desired.
Bake, uncovered, at 400° for 35 minutes or until meat thermometer registers 140° (rare).
Clean mushrooms using a damp paper towel. Remove stems and reserve for use in another recipe. Sauté mushroom caps in butter over low heat 5 minutes.
Cut tenderloin into 1-inchthick slices and arrange on a heated platter. Serve with sautéed mushrooms. Garnish with parsley, if desired.