Peel and mince shallot. Stem and coarsely chop parsley. Trim and halve Brussels sprouts (quarter if larger than a ping-pong ball). Finely chop roasted red pepper. Cut butcher’s twine into four 10” lengths. Rinse tenderloin and pat dry.

Lay tenderloin on a cutting board and use your free hand to steady the meat. Hold a knife blade parallel to the board in your other hand and carefully make a lengthwise cut through the center of the meat. Stop short of opposite edge so pork remains in one piece. Open tenderloin as you would a book and cover with plastic wrap. With a meat mallet or small pan, pound pork to an even ⅓" thickness. Season both sides with a pinch of salt and pepper.

Heat a medium pan over medium heat. Place cheese, parsley (reserving a bit for garnish), 2 Tbsp. shallots, and peppers on pork, leaving a ½” border around edges. With long edge facing you, roll pork forwards and enclose stuffing. Tie pork shut, spacing four knots of twine across the length of the tenderloin. Add 2 tsp. olive oil to pan and sear pork until golden brown, about 8-10 minutes (tenderloin will finish in the oven).

Transfer tenderloin to one side of prepared baking sheet and wipe pan clean. Add Brussels sprouts to other side and toss with 1 tsp. olive oil and a pinch of salt and pepper. Roast for 15-18 minutes, or until meat has reached a minimum internal temperature of 145 degrees and Brussels have caramelized. Remove from oven and let rest for 5 minutes.

While pork and Brussels roast, heat 1 tsp. of olive oil in same pan used for pork over medium heat. Add remaining shallots, smoked paprika, evaporated milk, and tomato sauce and cook until slightly thickened, about 3-4 minutes. Add butter and stir to incorporate. Remove from heat and season to taste with salt and pepper.

Remove twine from pork and slice into ½” rounds. Spoon sauce on plate, place Brussels next to sauce, and arrange sliced pork over sauce. Garnish with remaining parsley.