Preheat the oven to 500°F. Place a large roasting pan on the stovetop. On medium heat, fry the pancetta in the olive oil. Once the pancetta is crisp, about 3 to 4 minutes, remove from the pan and set aside. While the pancetta is cooking, salt and pepper the tenderloin.
Drain all but 1 tablespoon of the cooking oil from the pan. Place the tenderloin in the hot pan and sear on all sides, about 2 minutes each. Place the beef in the oven for 25 minutes (medium rare) or 30 minutes (medium). While the meat cooks, make the sauce.
In a large skillet, melt the 1 tablespoon of unsalted butter on medium heat. Once it melts completely, add the cream. Once the cream boils, immediately turn down the heat to low and gradually add small chunks of Crumbly Gorgonzola, whisking vigorously to combine. Once the cheese is melted, remove from heat and season to taste.
To plate, slice the tenderloin and spoon the sauce over top. To garnish, sprinkle the cooked pancetta around the tenderloin and add an extra sprinkle of Crumbly Gorgonzola on top. Serve immediately.