1. Preheat oven to 425°. Cut sprouts into 1/4-inch-thick slices; toss on a baking sheet with next 4 ingredients (through pepper). Roast in upper third of oven, stirring occasionally for 25 minutes or until crisp and tender; set aside.
2. Reduce oven temperature to 400°. Prick sweet potatoes with a fork, and wrap in foil. Roast in middle of oven for 1 hour 15 minutes or until tender. Let cool; peel. Mash until almost smooth; cover and keep warm.
3. Meanwhile, place tenderloins on a lightly oiled baking sheet; spread each with 2 tablespoons mayonnaise. Toss panko, scallions, and horseradish in a bowl; pat onto tops and sides of pork. Roast in lower third of oven for 45 minutes while potatoes bake.
4. Transfer pork to a cutting board. Cover with foil; let stand for 10 minutes. Meanwhile, reheat Brussels sprouts in pan for 5 minutes or until hot. Transfer to a bowl; toss with lime juice. Cut 1 tenderloin and one-fourth of the other into slices. Evenly divide half the sprouts and mashed sweet potatoes among 4 plates; serve with sliced pork.