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For the glaze, melt the apple jelly in a small saucepan on the stovetop over low heat or in a microwave-safe container in the microwave. Add the butter and stir until it melts. Whisk in the mustard, vinegar, Worcestershire sauce, and cinnamon. Set aside.
Season the tenderloins on all sides with salt and pepper.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 375F and preheat, lid closed, for 10 to 15 minutes.
Arrange the pork tenderloins directly on the grill grate and grill, turning once, for 20 minutes. With a basting brush, coat each tenderloin with the glaze. Roast for 10 minutes more, or until the internal temperature of the pork is at least 145F. (The pork will still be slightly pink in the center at that temperature. If you prefer your pork to be well-done, roast it to an internal temperature of 160F.)
Transfer the pork to a cutting board and apply another coat of the glaze. Let rest for 3 minutes, then cut into slices for serving.