Remove tenderloin from package; rinse and pat dry. Cut a deep slit (about 1-inch thick) the length of the tenderloin, using care not to cut all the way through. Open the tenderloin like a book and lay between two pieces of plastic wrap. Use a meat mallet and pound to an even 1/2-inch thickness.
Cut 5-6 pieces of butcher's twine (8-inches long). Slide under tenderloin and evenly space from one end to the other. Spread cream cheese and jam down the center of the tenderloin. Tie each piece of string in a knot, enclosing the filling. Use toothpicks to secure ends.
In a shallow baking dish combine pretzel and panko crumbs. Coat tenderloin with olive oil, then gently dredge in crumbs. Use hands to press pretzels into pork.
Preheat oven to 350 degrees.
In a large skillet heat 2 Tbl. olive oil over medium heat. Pan brown the tenderloin on all sides, adding additional oil if needed. Transfer to a baking dish and bake in oven for 30 minutes before checking for doneness. Insert an instant read meat thermometer into the pork (not through to the filling). When done, meat will register 150 degrees. Continue cooking in 5 minute increments until done. Remove from oven and cover with foil; allow to rest 10-15 minutes before slicing. Use a pairing knife to cut the butcher's twine and remove before serving.