Preheat the Traeger, or any other smoker, to 250°F.
Butterfly the tenderloin, by cutting it in half lengthwise. Don't cut through the tenderloin. You can open it as a book, and then use a meat tenderizer/mallet for flattening it to 1/4 inch thickness.
In a bowl, combine the cream cheese with bacon, cheddar, mozzarella and spinach.
Spread the cheese mixture onto the tenderloin. Roll it up jelly-roll style. It can be secured with cooking twine. The cajun seasoning rub should be applied to the tenderloin.
Place the tenderloin in a pan or grill pan, and then heat the Traeger.
Cook for 45 minutes to an hour, or until internal temperature reaches 140°F-143°F.
Cover the tenderloin with foil and let it rest for 10 minutes before cutting.