Preheat oven to 325°. In a large skillet, heat oil over medium-high heat. Add red peppers, onion and celery; saute until tender, 3-4 minutes. Add thyme, garlic salt, paprika and cayenne; saute 1 minute longer. Remove from heat; set aside., Make a lengthwise slit down the center of each tenderloin to within 1/2 in. of bottom. Open tenderloins so they lie flat. With a meat mallet, flatten pork to 1/2-in. thickness. Fill with vegetable stuffing mixture. Close tenderloins; tie at 2-in. intervals with kitchen string, securing ends with toothpicks., Place on a rack coated with cooking spray in a shallow baking pan. Combine lemon pepper and fennel; rub over tenderloins., Bake until a thermometer inserted into pork reads 145°, 45-55 minutes. Remove tenderloins from oven; let stand 5 minutes. Discard toothpicks and string. Cut each tenderloin into 8 slices.