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Start the Traeger on Smoke, lid open, until fire is established (about 5 minutes). Preheat to High with lid closed, for 10-15 minutes.
Place the potatoes on the grill grate and cook for 30 to 40 minutes or until soft. Turn potatoes over halfway through for even cooking. Remove from grill and cool. Once cooled, cut in half and scoop out potato flesh.
Combine cream, thyme and butter. Warm in microwave until just warmed (not boiling). Add cream mixture to potatoes and mix until well combined. Add salt and pepper to taste.
In a separate small bowl, mix together eggs and flour. Once potatoes have cooled, mix together potatoes, egg/flour mixture and crumbled bacon.
Heat a large cast iron pan on the stovetop over high heat.
Season tenderloin on all sides with Prime Rib Rub. Place tenderloin into the cast iron pan and sear on all sides and ends.
Let the tenderloin rest. Once cooled, coat all sides and ends of beef with a 1/2-inch of the potato puree. Then, cover puree with panko bread crumbs.
Move tenderloin to a parchment covered baking sheet and cook on the Traeger for 30 minutes or until meat reaches an internal temperature of 130 degrees F.
Pull from grill and let rest for 5 minutes before serving. Enjoy!