Place tenderloins in a greased 13-by-9-inch baking pan. Rub each with 1 teaspoon oil.
In a large bowl, combine paprika, oregano, thyme, garlic powder, pepper, salt if desired, cumin, nutmeg and cayenne; pat over tenderloins. Cover and refrigerate overnight.
Bake at 425 degrees for 25–30 minutes or until a meat thermometer reads 160 degrees. Let stand for 10 minutes; thinly slice. Spread bread or buns with butter or mayonnaise; top with lettuce, pork and green and red pepper.